-41.2%
DXCM vs FLNC
-69.8%
+28.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.6% | -0.2% |
| 7D | -6.5% | -4.2% | -2.3% | -6.3% |
| 30D | -4.3% | -20.0% | +15.7% | -3.0% |
| 3M | +7.3% | -56.9% | +64.1% | +12.7% |
| 6M | +22.0% | -35.5% | +57.6% | +21.8% |
| YTD | +26.4% | -48.8% | +75.2% | +26.9% |
| 1Y | +7.0% | +49.3% | -42.3% | -5.6% |
| 3Y | -19.6% | -61.8% | +42.2% | -24.6% |
| All | -41.2% | -69.8% | +28.6% | -46.7% |
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