+5,008.5%
FLEX vs DD
+961.3%
+4,047.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +3.9% |
| 7D | -19.3% | +4.6% | -23.9% | -21.1% |
| 30D | -41.5% | +11.8% | -53.3% | -45.0% |
| 3M | -43.1% | +2.2% | -45.3% | -43.6% |
| 6M | -48.2% | -1.6% | -46.6% | -47.5% |
| YTD | +15.5% | +23.0% | -7.5% | +3.0% |
| 1Y | +10.2% | +26.9% | -16.7% | -3.4% |
| 3Y | +256.8% | +77.9% | +178.9% | +153.0% |
| 5Y | +408.2% | +59.9% | +348.3% | +279.2% |
| 10Y | +580.8% | +90.1% | +490.8% | +336.3% |
| All | +5,008.5% | +961.3% | +4,047.2% | +952.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling