+449.4%
FLEX vs DOW
-36.1%
+485.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.1% |
| 7D | -0.9% | -2.4% | +1.5% | -0.5% |
| 30D | -10.1% | +0.4% | -10.5% | -10.5% |
| 3M | -31.3% | -14.4% | -17.0% | -28.9% |
| 6M | +71.3% | -7.0% | +78.2% | +65.8% |
| YTD | +81.2% | +30.2% | +51.0% | +49.6% |
| 1Y | +98.5% | +29.2% | +69.3% | +62.5% |
| All | +449.4% | -36.1% | +485.5% | +533.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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