+560.9%
FLEX vs DG
+123.6%
+437.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.1% | +7.7% | +4.9% |
| 7D | -19.3% | +1.1% | -20.4% | -19.5% |
| 30D | -41.5% | +9.5% | -51.0% | -42.4% |
| 3M | -43.1% | +5.5% | -48.6% | -43.7% |
| 6M | -48.2% | +16.1% | -64.3% | -49.7% |
| YTD | +15.5% | +2.7% | +12.8% | +13.8% |
| 1Y | +10.2% | +42.1% | -31.9% | +2.3% |
| 3Y | +256.8% | +19.3% | +237.6% | +227.9% |
| 5Y | +408.2% | -35.3% | +443.6% | +455.9% |
| All | +560.9% | +123.6% | +437.4% | +413.9% |
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