-72.3%
FLNC vs RNG
-70.7%
-1.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.4% | -3.9% |
| 7D | -5.0% | -9.6% | +4.6% | -1.4% |
| 30D | -26.1% | +8.8% | -34.9% | -29.0% |
| 3M | -55.2% | +78.6% | -133.8% | -66.3% |
| 6M | -42.6% | +70.3% | -112.9% | -56.4% |
| YTD | -51.0% | +140.3% | -191.4% | -69.7% |
| 1Y | +43.3% | +126.6% | -83.3% | -8.7% |
| 3Y | -63.4% | +120.2% | -183.6% | -77.9% |
| All | -72.3% | -70.7% | -1.6% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling