+53.2%
RIG vs FLNC
-70.4%
+123.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.1% |
| 7D | -3.1% | -4.1% | +1.0% | -2.6% |
| 30D | -0.5% | -24.8% | +24.2% | +3.2% |
| 3M | -6.0% | -59.1% | +53.1% | +5.2% |
| 6M | -10.1% | -42.0% | +31.8% | -8.8% |
| YTD | +37.3% | -49.8% | +87.1% | +39.6% |
| 1Y | +73.9% | +43.1% | +30.8% | +41.1% |
| 3Y | -30.2% | -61.0% | +30.8% | -37.5% |
| All | +53.2% | -70.4% | +123.6% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling