+98.5%
FLEX vs DE
+49.4%
+49.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -0.9% | +10.0% | -10.9% | -5.1% |
| 30D | -10.1% | +13.3% | -23.5% | -15.4% |
| 3M | -31.3% | +17.5% | -48.8% | -36.0% |
| 6M | +71.3% | +13.6% | +57.7% | +57.8% |
| YTD | +81.2% | +49.8% | +31.5% | +63.7% |
| 1Y | +98.5% | +47.9% | +50.6% | +76.8% |
| All | +98.5% | +49.4% | +49.1% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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