+442.4%
FLEX vs DRI
+53.9%
+388.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | -10.1% | +3.8% | -14.0% | -11.0% |
| 3M | -31.3% | +13.0% | -44.4% | -34.0% |
| 6M | +71.3% | +8.3% | +63.0% | +66.5% |
| YTD | +81.2% | +20.6% | +60.6% | +69.3% |
| 1Y | +98.5% | +6.5% | +92.0% | +92.5% |
| All | +442.4% | +53.9% | +388.6% | +363.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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