-71.6%
FLNC vs DD
+60.9%
-132.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.7% |
| 7D | -4.1% | -3.5% | -0.6% | -0.6% |
| 30D | -24.8% | -11.7% | -13.1% | -15.1% |
| 3M | -59.1% | -9.2% | -49.9% | -54.9% |
| 6M | -42.0% | -7.2% | -34.8% | -38.0% |
| YTD | -49.8% | +6.6% | -56.4% | -52.8% |
| 1Y | +43.1% | +32.0% | +11.1% | +9.3% |
| 3Y | -61.0% | +42.1% | -103.1% | -73.9% |
| All | -71.6% | +60.9% | -132.5% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling