+104.7%
FLEX vs DD
+37.3%
+67.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +7.0% | -0.6% | +7.6% | +7.4% |
| 30D | -5.8% | -7.4% | +1.6% | -0.6% |
| 3M | -24.2% | -6.4% | -17.8% | -20.8% |
| 6M | +90.8% | -2.5% | +93.3% | +96.8% |
| YTD | +89.2% | +10.2% | +78.9% | +84.3% |
| 1Y | +104.7% | +36.9% | +67.8% | +79.9% |
| All | +104.7% | +37.3% | +67.5% | +79.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling