+5,008.5%
FLEX vs COO
+22,633.8%
-17,625.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.0% |
| 7D | -19.3% | +4.7% | -24.0% | -20.5% |
| 30D | -41.5% | +13.9% | -55.4% | -43.8% |
| 3M | -43.1% | -14.9% | -28.2% | -41.3% |
| 6M | -48.2% | +2.0% | -50.2% | -49.5% |
| YTD | +15.5% | -23.9% | +39.4% | +21.4% |
| 1Y | +10.2% | -9.6% | +19.8% | +10.5% |
| 3Y | +256.8% | -25.4% | +282.2% | +269.7% |
| 5Y | +408.2% | -41.2% | +449.4% | +456.4% |
| 10Y | +580.8% | +42.1% | +538.7% | +506.1% |
| All | +5,008.5% | +22,633.8% | -17,625.3% | +2,118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling