+53.3%
FLNC vs DRI
+6.9%
+46.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.4% |
| 7D | -4.9% | +0.6% | -5.5% | -4.8% |
| 30D | -27.3% | +3.8% | -31.1% | -26.7% |
| 3M | -61.9% | +13.0% | -74.9% | -61.2% |
| 6M | -34.5% | +8.3% | -42.8% | -33.4% |
| YTD | -47.7% | +20.6% | -68.3% | -46.3% |
| 1Y | +53.3% | +6.5% | +46.9% | +44.3% |
| All | +53.3% | +6.9% | +46.4% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling