+1,086.7%
FLEX vs DG
+102.6%
+984.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.1% |
| 7D | +6.4% | -4.8% | +11.2% | +7.0% |
| 30D | -5.9% | +1.8% | -7.6% | -6.2% |
| 3M | -23.5% | +14.5% | -37.9% | -25.3% |
| 6M | +83.7% | -13.6% | +97.3% | +86.6% |
| YTD | +86.5% | -4.8% | +91.3% | +86.2% |
| 1Y | +100.5% | +21.6% | +78.9% | +91.0% |
| 3Y | +469.8% | +4.5% | +465.4% | +438.8% |
| 5Y | +725.7% | -38.5% | +764.1% | +803.4% |
| 10Y | +1,086.7% | +102.2% | +984.5% | +828.6% |
| All | +1,086.7% | +102.6% | +984.1% | +828.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling