+256.8%
FLEX vs COO
-25.3%
+282.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +4.8% |
| 7D | -19.3% | +4.7% | -24.0% | -19.8% |
| 30D | -41.5% | +13.9% | -55.4% | -42.8% |
| 3M | -43.1% | -14.9% | -28.2% | -41.7% |
| 6M | -48.2% | +2.0% | -50.2% | -49.4% |
| YTD | +15.5% | -23.9% | +39.4% | +22.3% |
| 1Y | +10.2% | -9.6% | +19.8% | +11.0% |
| 3Y | +256.8% | -25.4% | +282.2% | +257.0% |
| All | +256.8% | -25.3% | +282.1% | +257.0% |
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