-61.9%
FLNC vs RRC
+31.5%
-93.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.6% | -4.4% |
| 7D | -5.0% | -1.2% | -3.8% | -4.5% |
| 30D | -26.1% | +3.0% | -29.1% | -27.1% |
| 3M | -55.2% | +7.3% | -62.5% | -57.0% |
| 6M | -42.6% | +3.6% | -46.2% | -44.3% |
| YTD | -51.0% | +19.4% | -70.4% | -56.0% |
| 1Y | +43.3% | +21.4% | +21.9% | +28.1% |
| All | -61.9% | +31.5% | -93.4% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling