-85.6%
FLNC vs DOC
-20.0%
-65.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.0% | -8.1% | -8.3% |
| 7D | -10.7% | +4.3% | -15.1% | -13.2% |
| 30D | -33.9% | +9.2% | -43.1% | -38.3% |
| 3M | -61.2% | -0.8% | -60.4% | -61.2% |
| 6M | -79.7% | +7.1% | -86.8% | -81.3% |
| YTD | -75.2% | +34.0% | -109.2% | -81.5% |
| 1Y | -77.5% | +23.2% | -100.7% | -81.9% |
| 3Y | -71.4% | +53.6% | -125.0% | -81.8% |
| 5Y | -85.6% | -20.4% | -65.2% | -82.9% |
| All | -85.6% | -20.0% | -65.6% | -82.9% |
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 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