+39.7%
RIG vs FLNC
-69.0%
+108.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +10.2% | -17.8% | -8.1% |
| 7D | -18.8% | -2.1% | -16.7% | -18.7% |
| 30D | -1.1% | -20.8% | +19.7% | 0.0% |
| 3M | +4.4% | -61.3% | +65.7% | +9.7% |
| 6M | -20.8% | -50.9% | +30.1% | -20.6% |
| YTD | +32.0% | -69.4% | +101.3% | +37.1% |
| 1Y | +39.7% | -68.4% | +108.1% | +41.4% |
| All | +39.7% | -69.0% | +108.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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