+98.5%
FLEX vs DG
+23.4%
+75.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.8% |
| 7D | -0.9% | +8.4% | -9.3% | +0.5% |
| 30D | -10.1% | +4.9% | -15.1% | -9.3% |
| 3M | -31.3% | +29.3% | -60.7% | -29.5% |
| 6M | +71.3% | -11.3% | +82.5% | +79.6% |
| YTD | +81.2% | +1.8% | +79.5% | +86.7% |
| 1Y | +98.5% | +25.3% | +73.2% | +92.1% |
| All | +98.5% | +23.4% | +75.1% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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