+473.3%
FLEX vs COO
-41.3%
+514.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.0% |
| 7D | +2.2% | -2.3% | +4.6% | +2.9% |
| 30D | -32.6% | +13.3% | -45.9% | -35.3% |
| 3M | -35.5% | -18.1% | -17.4% | -32.0% |
| 6M | -45.6% | +6.7% | -52.3% | -48.2% |
| YTD | +30.7% | -23.2% | +53.9% | +40.5% |
| 1Y | +28.4% | -12.3% | +40.6% | +30.7% |
| 3Y | +301.7% | -23.6% | +325.2% | +311.2% |
| 5Y | +473.3% | -38.7% | +512.0% | +541.7% |
| All | +473.3% | -41.3% | +514.6% | +541.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling