-31.7%
DT vs FLNC
-69.8%
+38.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.9% | +1.5% |
| 7D | -0.5% | -4.2% | +3.6% | -0.2% |
| 30D | +0.1% | -20.0% | +20.1% | +2.2% |
| 3M | +24.1% | -56.9% | +81.0% | +33.9% |
| 6M | +30.1% | -35.5% | +65.7% | +30.2% |
| YTD | +16.8% | -48.8% | +65.6% | +17.8% |
| 1Y | -0.1% | +49.3% | -49.4% | -16.5% |
| 3Y | +6.8% | -61.8% | +68.6% | -2.9% |
| All | -31.7% | -69.8% | +38.1% | -44.6% |
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