+452.1%
FLEX vs DRI
+79.3%
+372.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +2.2% | -0.7% | +3.0% | +2.6% |
| 30D | -32.6% | +14.7% | -47.3% | -36.4% |
| 3M | -35.5% | +5.4% | -40.9% | -37.3% |
| 6M | -45.6% | +18.8% | -64.4% | -50.4% |
| YTD | +30.7% | +28.4% | +2.3% | +13.5% |
| 1Y | +28.4% | +37.7% | -9.3% | +7.5% |
| 3Y | +301.7% | +68.0% | +233.7% | +190.3% |
| All | +452.1% | +79.3% | +372.8% | +263.7% |
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