+424.8%
FLEX vs DG
-35.8%
+460.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | +7.5% | +0.3% | +7.2% | +7.5% |
| 30D | -25.3% | +3.2% | -28.5% | -25.1% |
| 3M | -39.7% | +10.4% | -50.1% | -39.5% |
| 6M | -47.9% | +33.2% | -81.0% | -47.8% |
| YTD | +24.1% | +3.0% | +21.1% | +24.9% |
| 1Y | +26.0% | +31.2% | -5.3% | +25.6% |
| 3Y | +282.7% | +21.8% | +260.9% | +281.1% |
| All | +424.8% | -35.8% | +460.6% | +467.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling