-51.7%
ROKU vs FLNC
-70.4%
+18.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | 0.0% |
| 7D | -0.4% | -4.1% | +3.6% | +0.3% |
| 30D | +2.1% | -24.8% | +26.8% | +8.0% |
| 3M | +29.5% | -59.1% | +88.6% | +53.3% |
| 6M | +53.8% | -42.0% | +95.8% | +56.5% |
| YTD | +42.8% | -49.8% | +92.6% | +45.1% |
| 1Y | +60.7% | +43.1% | +17.6% | +13.0% |
| 3Y | +83.9% | -61.0% | +144.8% | +53.5% |
| All | -51.7% | -70.4% | +18.7% | -66.4% |
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 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