-61.0%
FLNC vs RRX
+5.4%
-66.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +0.3% |
| 7D | -4.1% | -0.3% | -3.7% | -3.7% |
| 30D | -24.8% | -6.1% | -18.6% | -21.7% |
| 3M | -59.1% | -23.1% | -36.1% | -51.8% |
| 6M | -42.0% | -19.5% | -22.4% | -35.4% |
| YTD | -49.8% | +16.1% | -65.9% | -59.4% |
| 1Y | +43.1% | +12.9% | +30.2% | +19.8% |
| 3Y | -61.0% | +7.9% | -68.9% | -67.9% |
| All | -61.0% | +5.4% | -66.3% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling