-24.9%
DPZ vs FLNC
-84.3%
+59.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.6% | -2.3% |
| 7D | +6.6% | -7.9% | +14.4% | +6.9% |
| 30D | +10.3% | -31.3% | +41.6% | +12.1% |
| 3M | -6.2% | -60.1% | +53.9% | -2.2% |
| 6M | +4.2% | -61.1% | +65.4% | +6.4% |
| YTD | -18.4% | -73.4% | +55.0% | -15.7% |
| 1Y | -14.9% | -73.4% | +58.5% | -12.6% |
| 3Y | -4.6% | -71.9% | +67.3% | -9.3% |
| 5Y | -27.4% | -84.7% | +57.3% | -32.4% |
| All | -24.9% | -84.3% | +59.4% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling