-71.9%
FLNC vs DOC
+53.2%
-125.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -11.2% | -0.9% | -10.3% | -10.6% |
| 30D | -24.6% | +7.7% | -32.4% | -28.0% |
| 3M | -64.6% | -2.0% | -62.6% | -64.3% |
| 6M | -78.8% | +5.9% | -84.7% | -80.1% |
| YTD | -76.3% | +31.8% | -108.2% | -81.4% |
| 1Y | -71.2% | +22.5% | -93.7% | -76.0% |
| 3Y | -71.9% | +54.7% | -126.6% | -83.6% |
| All | -71.9% | +53.2% | -125.0% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling