-68.4%
FLNC vs RNG
+179.4%
-247.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.2% | +10.4% | +10.2% |
| 7D | -2.1% | -9.6% | +7.5% | -1.4% |
| 30D | -20.8% | -1.4% | -19.4% | -20.6% |
| 3M | -61.3% | +28.8% | -90.1% | -61.9% |
| 6M | -50.9% | +65.6% | -116.4% | -52.4% |
| YTD | -69.4% | +171.4% | -240.8% | -70.8% |
| 1Y | -68.4% | +185.3% | -253.7% | -71.2% |
| All | -68.4% | +179.4% | -247.8% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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