+98.5%
FLEX vs DGX
+33.7%
+64.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.2% |
| 7D | -0.9% | -2.3% | +1.4% | -1.6% |
| 30D | -10.1% | +0.6% | -10.7% | -9.9% |
| 3M | -31.3% | +21.4% | -52.8% | -26.8% |
| 6M | +71.3% | +14.7% | +56.5% | +82.3% |
| YTD | +81.2% | +38.4% | +42.8% | +94.7% |
| 1Y | +98.5% | +34.0% | +64.5% | +115.6% |
| All | +98.5% | +33.7% | +64.8% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling