-71.6%
FLNC vs DRI
+70.6%
-142.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.3% | +1.7% |
| 7D | -4.1% | -3.2% | -0.8% | -2.0% |
| 30D | -24.8% | -7.8% | -17.0% | -20.8% |
| 3M | -59.1% | +0.4% | -59.5% | -59.8% |
| 6M | -42.0% | +4.8% | -46.8% | -45.3% |
| YTD | -49.8% | +16.7% | -66.5% | -57.1% |
| 1Y | +43.1% | +1.5% | +41.6% | +34.9% |
| 3Y | -61.0% | +56.3% | -117.2% | -77.6% |
| All | -71.6% | +70.6% | -142.2% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling