-85.4%
FLNC vs DOC
-21.4%
-63.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +2.9% |
| 7D | -7.9% | +6.5% | -14.3% | -11.9% |
| 30D | -31.3% | +9.2% | -40.5% | -35.9% |
| 3M | -60.1% | -2.5% | -57.6% | -59.7% |
| 6M | -61.1% | +7.1% | -68.2% | -64.1% |
| YTD | -73.4% | +33.0% | -106.4% | -80.0% |
| 1Y | -73.4% | +23.3% | -96.7% | -78.6% |
| 3Y | -71.9% | +44.9% | -116.9% | -81.2% |
| All | -85.4% | -21.4% | -63.9% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling