+478.1%
FLEX vs DG
+10.3%
+467.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.4% | +4.0% |
| 7D | +7.0% | -2.5% | +9.4% | +6.7% |
| 30D | -5.8% | +1.0% | -6.8% | -5.6% |
| 3M | -24.2% | +20.3% | -44.5% | -22.9% |
| 6M | +90.8% | -11.7% | +102.5% | +91.5% |
| YTD | +89.2% | -2.3% | +91.5% | +90.8% |
| 1Y | +104.7% | +20.0% | +84.7% | +108.1% |
| 3Y | +478.1% | +7.2% | +470.8% | +566.3% |
| All | +478.1% | +10.3% | +467.7% | +566.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling