-72.9%
FLNC vs DOC
+43.2%
-116.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.2% | -15.7% | -15.8% |
| 7D | -16.3% | +6.2% | -22.6% | -19.2% |
| 30D | -36.6% | +6.5% | -43.0% | -39.0% |
| 3M | -64.2% | -6.2% | -58.0% | -62.9% |
| 6M | -59.9% | +25.6% | -85.4% | -66.8% |
| YTD | -74.2% | +32.1% | -106.3% | -79.9% |
| 1Y | -75.4% | +20.3% | -95.7% | -79.2% |
| All | -72.9% | +43.2% | -116.0% | -82.1% |
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