+25.0%
FLEX vs COO
-7.7%
+32.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.9% | -18.2% | -11.0% |
| 7D | -17.0% | +8.4% | -25.4% | -15.5% |
| 30D | -33.8% | +13.5% | -47.3% | -32.3% |
| 3M | -39.0% | -13.8% | -25.3% | -39.6% |
| 6M | -15.9% | +4.7% | -20.6% | -15.6% |
| YTD | +27.8% | -21.4% | +49.2% | +37.8% |
| 1Y | +25.0% | -6.7% | +31.7% | +24.9% |
| All | +25.0% | -7.7% | +32.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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