+10.2%
FLEX vs D
+19.8%
-9.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +3.6% |
| 7D | -19.3% | +3.0% | -22.3% | -17.3% |
| 30D | -41.5% | +11.5% | -53.0% | -37.4% |
| 3M | -43.1% | +3.7% | -46.8% | -40.9% |
| 6M | -48.2% | +13.5% | -61.8% | -43.8% |
| YTD | +15.5% | +20.7% | -5.2% | +24.4% |
| 1Y | +10.2% | +18.2% | -8.0% | +19.2% |
| All | +10.2% | +19.8% | -9.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling