-71.1%
FLNC vs DRI
+70.2%
-141.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.7% | -7.3% |
| 7D | -4.2% | -4.8% | +0.7% | -1.0% |
| 30D | -20.0% | -3.9% | -16.1% | -18.2% |
| 3M | -56.9% | +5.1% | -61.9% | -59.0% |
| 6M | -35.5% | +5.5% | -41.0% | -39.6% |
| YTD | -48.8% | +16.5% | -65.3% | -56.3% |
| 1Y | +49.3% | +2.0% | +47.3% | +40.0% |
| 3Y | -61.8% | +54.5% | -116.3% | -77.8% |
| All | -71.1% | +70.2% | -141.3% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling