+386.0%
FLEX vs DOC
-22.1%
+408.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.4% | -13.5% |
| 7D | -28.3% | +6.2% | -34.5% | -30.5% |
| 30D | -45.0% | +6.5% | -51.5% | -47.1% |
| 3M | -45.2% | -6.2% | -39.0% | -43.9% |
| 6M | -30.8% | +25.6% | -56.4% | -39.1% |
| YTD | +10.4% | +32.1% | -21.6% | -5.3% |
| 1Y | +2.3% | +20.3% | -18.0% | -9.1% |
| 3Y | +238.9% | +42.7% | +196.1% | +169.5% |
| 5Y | +386.0% | -22.2% | +408.2% | +443.0% |
| All | +386.0% | -22.1% | +408.1% | +443.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling