+442.4%
FLEX vs COO
-23.4%
+465.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | -0.9% | -2.2% | +1.3% | -0.5% |
| 30D | -10.1% | -7.0% | -3.1% | -9.2% |
| 3M | -31.3% | +12.2% | -43.6% | -33.5% |
| 6M | +71.3% | -15.1% | +86.4% | +78.2% |
| YTD | +81.2% | -15.1% | +96.3% | +88.4% |
| 1Y | +98.5% | +2.3% | +96.2% | +95.3% |
| All | +442.4% | -23.4% | +465.9% | +505.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling