-71.1%
FLNC vs RRC
+78.8%
-149.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -8.0% | -8.2% |
| 7D | -4.2% | -1.7% | -2.4% | -3.6% |
| 30D | -20.0% | +3.6% | -23.6% | -21.1% |
| 3M | -56.9% | +8.8% | -65.7% | -58.6% |
| 6M | -35.5% | +0.8% | -36.3% | -36.4% |
| YTD | -48.8% | +19.0% | -67.8% | -52.8% |
| 1Y | +49.3% | +22.9% | +26.3% | +36.4% |
| 3Y | -61.8% | +32.3% | -94.1% | -66.5% |
| All | -71.1% | +78.8% | -149.9% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling