+282.7%
FLEX vs DGX
+106.7%
+176.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | +1.6% | +5.9% | +7.6% |
| 30D | -25.3% | +11.2% | -36.5% | -24.2% |
| 3M | -39.7% | +10.4% | -50.1% | -38.8% |
| 6M | -47.9% | +37.1% | -84.9% | -45.9% |
| YTD | +24.1% | +52.1% | -28.0% | +28.5% |
| 1Y | +26.0% | +40.7% | -14.8% | +30.7% |
| 3Y | +282.7% | +107.6% | +175.1% | +274.1% |
| All | +282.7% | +106.7% | +176.0% | +274.1% |
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