-68.4%
FLNC vs RRX
+30.0%
-98.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -3.6% | +13.8% | +11.7% |
| 7D | -2.1% | +7.6% | -9.7% | -5.6% |
| 30D | -20.8% | +7.5% | -28.3% | -23.4% |
| 3M | -61.3% | -21.0% | -40.3% | -58.4% |
| 6M | -50.9% | -18.1% | -32.8% | -49.0% |
| YTD | -69.4% | +24.3% | -93.6% | -72.9% |
| 1Y | -68.4% | +29.3% | -97.7% | -72.0% |
| All | -68.4% | +30.0% | -98.4% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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