-68.4%
FLNC vs DRI
+34.0%
-102.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +5.1% | +5.1% | +10.6% |
| 7D | -2.1% | +6.5% | -8.6% | -1.5% |
| 30D | -20.8% | +16.4% | -37.2% | -19.3% |
| 3M | -61.3% | +13.6% | -75.0% | -60.5% |
| 6M | -50.9% | +22.0% | -72.9% | -50.2% |
| YTD | -69.4% | +29.3% | -98.7% | -68.5% |
| 1Y | -68.4% | +32.0% | -100.4% | -67.5% |
| All | -68.4% | +34.0% | -102.4% | -67.5% |
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