+25.0%
ROK vs FLNC
-69.0%
+94.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.2% | -10.7% | -1.5% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | -2.5% | -20.8% | +18.3% | -0.6% |
| 3M | 0.0% | -61.3% | +61.3% | +8.3% |
| 6M | +11.6% | -50.9% | +62.4% | +16.1% |
| YTD | +15.2% | -69.4% | +84.6% | +25.3% |
| 1Y | +25.0% | -68.4% | +93.4% | +34.9% |
| All | +25.0% | -69.0% | +94.0% | +34.9% |
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