+464.3%
FLEX vs DGX
+96.8%
+367.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +6.4% | -2.2% | +8.6% | +6.2% |
| 30D | -5.9% | -0.9% | -5.0% | -5.9% |
| 3M | -23.5% | +15.6% | -39.0% | -22.7% |
| 6M | +83.7% | +17.8% | +65.9% | +86.2% |
| YTD | +86.5% | +37.5% | +49.0% | +87.1% |
| 1Y | +100.5% | +31.2% | +69.3% | +101.9% |
| All | +464.3% | +96.8% | +367.5% | +403.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling