-72.3%
FLNC vs DD
+61.3%
-133.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.8% | -3.8% |
| 7D | -5.0% | -2.9% | -2.1% | -2.2% |
| 30D | -26.1% | -11.5% | -14.6% | -16.8% |
| 3M | -55.2% | -5.4% | -49.8% | -52.3% |
| 6M | -42.6% | -6.9% | -35.7% | -38.8% |
| YTD | -51.0% | +6.9% | -57.9% | -54.0% |
| 1Y | +43.3% | +35.6% | +7.7% | +6.7% |
| 3Y | -63.4% | +42.5% | -105.9% | -75.6% |
| All | -72.3% | +61.3% | -133.6% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling