+4,785.6%
FLEX vs D
+1,379.4%
+3,406.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.4% | -13.5% |
| 7D | -28.3% | +6.9% | -35.2% | -30.3% |
| 30D | -45.0% | +12.3% | -57.3% | -47.8% |
| 3M | -45.2% | +3.0% | -48.3% | -46.3% |
| 6M | -30.8% | +12.8% | -43.6% | -35.1% |
| YTD | +10.4% | +22.6% | -12.1% | 0.0% |
| 1Y | +2.3% | +21.7% | -19.4% | -7.3% |
| 3Y | +238.9% | +83.9% | +155.0% | +151.2% |
| 5Y | +386.0% | +14.0% | +372.0% | +334.0% |
| 10Y | +551.1% | +45.6% | +505.5% | +395.4% |
| All | +4,785.6% | +1,379.4% | +3,406.1% | +1,936.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling