+7,400.4%
FLEX vs DRI
+7,577.6%
-177.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.7% |
| 3M | -31.3% | +13.0% | -44.4% | -35.4% |
| 6M | +71.3% | +8.3% | +63.0% | +63.5% |
| YTD | +81.2% | +20.6% | +60.6% | +64.7% |
| 1Y | +98.5% | +6.5% | +92.0% | +89.0% |
| 3Y | +428.2% | +53.7% | +374.5% | +325.0% |
| 5Y | +657.3% | +72.7% | +584.6% | +477.5% |
| 10Y | +995.9% | +363.2% | +632.8% | +425.4% |
| All | +7,400.4% | +7,577.6% | -177.3% | +1,737.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling