+1,949.6%
FLEX vs DG
+606.1%
+1,343.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | -0.9% | +8.4% | -9.3% | -2.2% |
| 30D | -10.1% | +4.9% | -15.1% | -10.9% |
| 3M | -31.3% | +29.3% | -60.7% | -34.8% |
| 6M | +71.3% | -11.3% | +82.5% | +73.7% |
| YTD | +81.2% | +1.8% | +79.5% | +78.7% |
| 1Y | +98.5% | +25.3% | +73.2% | +86.8% |
| 3Y | +428.2% | +9.1% | +419.2% | +390.6% |
| 5Y | +657.3% | -34.9% | +692.1% | +697.3% |
| 10Y | +995.9% | +108.2% | +887.8% | +734.6% |
| All | +1,949.6% | +606.1% | +1,343.6% | +895.4% |
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