+53.3%
FLNC vs DD
+41.5%
+11.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | -4.9% | -3.5% | -1.4% | -1.8% |
| 30D | -27.3% | -10.3% | -17.0% | -19.9% |
| 3M | -61.9% | -7.5% | -54.3% | -58.8% |
| 6M | -34.5% | -8.0% | -26.5% | -30.0% |
| YTD | -47.7% | +10.5% | -58.1% | -51.7% |
| 1Y | +53.3% | +38.3% | +15.1% | +17.5% |
| All | +53.3% | +41.5% | +11.9% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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