+25.0%
FLEX vs DE
+49.6%
-24.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.6% | -13.9% | -12.9% |
| 7D | -17.0% | +5.6% | -22.6% | -18.7% |
| 30D | -33.8% | -0.8% | -33.0% | -33.7% |
| 3M | -39.0% | +9.8% | -48.9% | -42.0% |
| 6M | -15.9% | +17.5% | -33.4% | -21.9% |
| YTD | +27.8% | +46.5% | -18.6% | +18.8% |
| 1Y | +25.0% | +46.1% | -21.1% | +15.5% |
| All | +25.0% | +49.6% | -24.7% | +15.5% |
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