-24.9%
DPZ vs FLNC
-83.9%
+59.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | +3.7% | +3.6% | 0.0% | +3.4% |
| 30D | +8.0% | -27.3% | +35.3% | +9.5% |
| 3M | -4.2% | -59.1% | +54.9% | -0.2% |
| 6M | +4.6% | -77.6% | +82.2% | +11.1% |
| YTD | -18.4% | -72.7% | +54.3% | -15.8% |
| 1Y | -16.8% | -74.0% | +57.3% | -14.3% |
| 3Y | -5.0% | -69.6% | +64.5% | -10.2% |
| 5Y | -27.8% | -85.2% | +57.4% | -32.8% |
| All | -24.9% | -83.9% | +59.0% | -30.2% |
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