+663.2%
FLEX vs DRI
+72.9%
+590.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | -10.1% | +3.8% | -14.0% | -11.8% |
| 3M | -31.3% | +13.0% | -44.4% | -35.8% |
| 6M | +71.3% | +8.3% | +63.0% | +62.9% |
| YTD | +81.2% | +20.6% | +60.6% | +62.3% |
| 1Y | +98.5% | +6.5% | +92.0% | +88.1% |
| 3Y | +428.2% | +53.7% | +374.5% | +301.2% |
| All | +663.2% | +72.9% | +590.3% | +408.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling