-23.8%
DPZ vs FLNC
-69.1%
+45.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.8% |
| 7D | -2.5% | -4.9% | +2.3% | -2.3% |
| 30D | -7.0% | -27.3% | +20.3% | -5.5% |
| 3M | +11.6% | -61.9% | +73.5% | +16.7% |
| 6M | -15.2% | -34.5% | +19.3% | -15.5% |
| YTD | -17.2% | -47.7% | +30.4% | -17.1% |
| 1Y | -24.8% | +53.3% | -78.2% | -32.0% |
| 3Y | -8.7% | -62.4% | +53.8% | -12.8% |
| All | -23.8% | -69.1% | +45.3% | -31.2% |
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