+25.0%
FLEX vs DGX
+45.0%
-20.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.5% | -15.8% | -10.9% |
| 7D | -17.0% | +4.1% | -21.1% | -15.4% |
| 30D | -33.8% | +10.5% | -44.4% | -31.1% |
| 3M | -39.0% | +9.8% | -48.8% | -36.5% |
| 6M | -15.9% | +34.6% | -50.5% | -4.9% |
| YTD | +27.8% | +49.8% | -22.0% | +44.1% |
| 1Y | +25.0% | +46.0% | -21.1% | +41.9% |
| All | +25.0% | +45.0% | -20.0% | +41.9% |
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