+1,011.9%
FLEX vs DD
+69.7%
+942.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.3% |
| 7D | -0.9% | -3.5% | +2.6% | +1.4% |
| 30D | -10.1% | -10.3% | +0.2% | -3.6% |
| 3M | -31.3% | -7.5% | -23.8% | -27.8% |
| 6M | +71.3% | -8.0% | +79.3% | +81.8% |
| YTD | +81.2% | +10.5% | +70.8% | +69.9% |
| 1Y | +98.5% | +38.3% | +60.2% | +60.6% |
| 3Y | +428.2% | +42.5% | +385.8% | +308.9% |
| 5Y | +657.3% | +60.2% | +597.1% | +432.3% |
| All | +1,011.9% | +69.7% | +942.2% | +565.1% |
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