-61.0%
FLNC vs DD
+41.1%
-102.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.7% |
| 7D | -4.1% | -3.5% | -0.6% | -0.9% |
| 30D | -24.8% | -11.7% | -13.1% | -16.0% |
| 3M | -59.1% | -9.2% | -49.9% | -55.3% |
| 6M | -42.0% | -7.2% | -34.8% | -38.3% |
| YTD | -49.8% | +6.6% | -56.4% | -52.4% |
| 1Y | +43.1% | +32.0% | +11.1% | +12.9% |
| 3Y | -61.0% | +42.1% | -103.1% | -72.1% |
| All | -61.0% | +41.1% | -102.1% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling