+7,917.6%
FLEX vs COO
+25,269.6%
-17,351.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | -0.9% | -2.2% | +1.3% | -0.3% |
| 30D | -10.1% | -7.0% | -3.1% | -8.6% |
| 3M | -31.3% | +12.2% | -43.6% | -33.9% |
| 6M | +71.3% | -15.1% | +86.4% | +77.0% |
| YTD | +81.2% | -15.1% | +96.3% | +87.1% |
| 1Y | +98.5% | +2.3% | +96.2% | +94.2% |
| 3Y | +428.2% | -23.7% | +451.9% | +448.9% |
| 5Y | +657.3% | -38.9% | +696.2% | +729.0% |
| 10Y | +995.9% | +49.9% | +946.0% | +869.4% |
| All | +7,917.6% | +25,269.6% | -17,351.9% | +3,317.4% |
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