+71.3%
FLEX vs D
+6.1%
+65.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -0.6% |
| 30D | -10.1% | -3.6% | -6.6% | -12.2% |
| 3M | -31.3% | -1.0% | -30.4% | -31.3% |
| 6M | +71.3% | +6.3% | +65.0% | +80.9% |
| All | +71.3% | +6.1% | +65.2% | +80.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling