+640.4%
FLEX vs DD
+105.4%
+535.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.9% | +6.1% | +8.2% |
| 7D | -7.2% | +9.8% | -17.0% | -12.1% |
| 30D | -34.8% | +19.3% | -54.1% | -41.4% |
| 3M | -35.6% | +9.4% | -45.0% | -38.8% |
| 6M | -45.0% | +4.8% | -49.8% | -46.3% |
| YTD | +29.4% | +30.2% | -0.9% | +9.7% |
| 1Y | +24.8% | +32.2% | -7.4% | +4.8% |
| 3Y | +304.4% | +93.1% | +211.3% | +159.5% |
| 5Y | +484.1% | +68.0% | +416.1% | +301.5% |
| 10Y | +640.4% | +98.5% | +541.9% | +332.3% |
| All | +640.4% | +105.4% | +535.0% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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