+565.2%
FLEX vs DAR
+268.8%
+296.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.0% |
| 7D | -19.3% | -9.9% | -9.4% | -15.5% |
| 30D | -41.5% | -16.4% | -25.2% | -37.0% |
| 3M | -43.1% | -17.1% | -26.1% | -38.9% |
| 6M | -48.2% | -20.5% | -27.7% | -43.6% |
| YTD | +15.5% | +39.4% | -23.9% | -2.2% |
| 1Y | +10.2% | +57.2% | -47.0% | -11.8% |
| 3Y | +256.8% | +13.9% | +243.0% | +206.6% |
| 5Y | +408.2% | -40.8% | +449.0% | +474.5% |
| All | +565.2% | +268.8% | +296.4% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling