+303.1%
FLEX vs DRI
+68.4%
+234.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +2.2% | -0.7% | +3.0% | +2.4% |
| 30D | -32.6% | +14.7% | -47.3% | -34.3% |
| 3M | -35.5% | +5.4% | -40.9% | -36.1% |
| 6M | -45.6% | +18.8% | -64.4% | -48.1% |
| YTD | +30.7% | +28.4% | +2.3% | +20.9% |
| 1Y | +28.4% | +37.7% | -9.3% | +15.9% |
| All | +303.1% | +68.4% | +234.7% | +234.6% |
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