+110.8%
ROST vs FLNC
-71.1%
+181.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.4% |
| 7D | -2.5% | -5.0% | +2.5% | -2.2% |
| 30D | -10.3% | -26.1% | +15.8% | -8.5% |
| 3M | -2.6% | -55.2% | +52.6% | +2.3% |
| 6M | +6.5% | -42.6% | +49.1% | +7.2% |
| YTD | +25.9% | -51.0% | +76.9% | +26.7% |
| 1Y | +52.3% | +43.3% | +9.0% | +34.3% |
| 3Y | +94.6% | -63.4% | +158.0% | +83.0% |
| All | +110.8% | -71.1% | +181.9% | +78.1% |
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