+689.7%
FLEX vs DG
-39.4%
+729.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -4.2% |
| 7D | +0.1% | -6.3% | +6.4% | 0.0% |
| 30D | -11.8% | +2.4% | -14.2% | -11.7% |
| 3M | -22.6% | +12.4% | -35.0% | -22.7% |
| 6M | +77.3% | -14.9% | +92.3% | +78.5% |
| YTD | +78.8% | -6.1% | +84.8% | +79.3% |
| 1Y | +86.1% | +17.9% | +68.2% | +84.7% |
| 3Y | +446.2% | +3.1% | +443.1% | +449.1% |
| 5Y | +689.7% | -38.7% | +728.4% | +756.3% |
| All | +689.7% | -39.4% | +729.1% | +756.3% |
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 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