+43.7%
ROK vs FLNC
-71.1%
+114.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.6% |
| 7D | -1.6% | -5.0% | +3.4% | -1.1% |
| 30D | -5.4% | -26.1% | +20.6% | -2.5% |
| 3M | -4.0% | -55.2% | +51.2% | +3.8% |
| 6M | +13.3% | -42.6% | +55.9% | +16.0% |
| YTD | +9.3% | -51.0% | +60.4% | +12.5% |
| 1Y | +25.8% | +43.3% | -17.5% | +10.7% |
| 3Y | +49.1% | -63.4% | +112.5% | +40.3% |
| All | +43.7% | -71.1% | +114.8% | +20.8% |
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