-84.6%
FLNC vs DOC
-22.7%
-61.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.2% |
| 7D | +3.6% | +5.9% | -2.2% | -0.3% |
| 30D | -27.3% | +10.3% | -37.6% | -32.7% |
| 3M | -59.1% | -2.2% | -56.9% | -58.7% |
| 6M | -77.6% | +8.2% | -85.8% | -79.5% |
| YTD | -72.7% | +35.4% | -108.1% | -79.8% |
| 1Y | -74.0% | +23.6% | -97.7% | -79.1% |
| 3Y | -69.6% | +57.3% | -126.8% | -81.0% |
| 5Y | -85.2% | -19.6% | -65.6% | -82.7% |
| All | -84.6% | -22.7% | -61.8% | -81.8% |
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