+86.1%
FLEX vs DGX
+29.3%
+56.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -4.7% |
| 7D | +0.1% | -3.5% | +3.6% | -0.9% |
| 30D | -11.8% | -2.7% | -9.1% | -12.4% |
| 3M | -22.6% | +13.9% | -36.5% | -19.1% |
| 6M | +77.3% | +16.0% | +61.3% | +88.2% |
| YTD | +78.8% | +34.9% | +43.8% | +89.9% |
| 1Y | +86.1% | +30.6% | +55.5% | +99.8% |
| All | +86.1% | +29.3% | +56.8% | +99.8% |
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