-86.6%
FLNC vs DOC
-24.8%
-61.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -11.2% | -0.9% | -10.3% | -10.5% |
| 30D | -24.6% | +7.7% | -32.4% | -29.0% |
| 3M | -64.6% | -2.0% | -62.6% | -64.3% |
| 6M | -78.8% | +5.9% | -84.7% | -80.3% |
| YTD | -76.3% | +31.8% | -108.2% | -82.1% |
| 1Y | -71.2% | +22.5% | -93.7% | -76.8% |
| 3Y | -71.9% | +54.7% | -126.6% | -82.2% |
| 5Y | -87.5% | -21.3% | -66.2% | -85.1% |
| All | -86.6% | -24.8% | -61.9% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling