+62.5%
DRAM vs FLNC
-50.9%
+113.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +10.2% | -15.5% | -8.7% |
| 7D | -16.6% | -2.1% | -14.5% | -16.3% |
| 30D | -26.9% | -20.8% | -6.1% | -21.4% |
| 3M | -17.8% | -61.3% | +43.5% | +11.0% |
| 6M | +6.2% | -50.9% | +57.1% | +57.0% |
| All | +62.5% | -50.9% | +113.4% | +143.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling