+1,363.1%
FLEX vs DG
+628.1%
+735.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.8% | +11.7% |
| 7D | -7.2% | +0.7% | -7.8% | -7.4% |
| 30D | -34.8% | +7.4% | -42.2% | -35.8% |
| 3M | -35.6% | +8.5% | -44.1% | -36.8% |
| 6M | -45.0% | +21.9% | -66.9% | -47.6% |
| YTD | +29.4% | +4.9% | +24.5% | +26.2% |
| 1Y | +24.8% | +40.4% | -15.6% | +14.4% |
| 3Y | +304.4% | +23.5% | +280.9% | +263.0% |
| 5Y | +484.1% | -32.3% | +516.4% | +507.3% |
| 10Y | +640.4% | +119.3% | +521.1% | +455.4% |
| All | +1,363.1% | +628.1% | +735.0% | +603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling