-70.4%
FLNC vs DOC
-23.4%
-47.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.8% |
| 7D | -4.9% | -1.5% | -3.4% | -3.8% |
| 30D | -27.3% | -4.8% | -22.5% | -24.6% |
| 3M | -61.9% | +6.9% | -68.8% | -64.7% |
| 6M | -34.5% | +20.7% | -55.2% | -45.4% |
| YTD | -47.7% | +34.1% | -81.8% | -60.7% |
| 1Y | +53.3% | +22.6% | +30.7% | +25.1% |
| 3Y | -62.4% | +20.8% | -83.2% | -69.7% |
| All | -70.4% | -23.4% | -47.0% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling