+53.1%
ROK vs FLNC
-62.9%
+116.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.4% |
| 7D | -1.2% | -4.1% | +2.8% | -0.9% |
| 30D | -4.8% | -24.8% | +20.0% | -2.4% |
| 3M | -6.1% | -59.1% | +53.0% | +1.3% |
| 6M | +15.5% | -42.0% | +57.4% | +18.1% |
| YTD | +11.2% | -49.8% | +61.0% | +14.1% |
| 1Y | +23.8% | +43.1% | -19.2% | +11.9% |
| 3Y | +53.1% | -61.0% | +114.1% | +45.6% |
| All | +53.1% | -62.9% | +116.0% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling