+7,917.6%
FLEX vs DTE
+2,413.2%
+5,504.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -10.1% | -2.6% | -7.6% | -8.9% |
| 3M | -31.3% | -3.9% | -27.4% | -30.4% |
| 6M | +71.3% | -7.9% | +79.2% | +76.9% |
| YTD | +81.2% | +7.2% | +74.1% | +72.6% |
| 1Y | +98.5% | +3.1% | +95.4% | +92.7% |
| 3Y | +428.2% | +47.6% | +380.7% | +310.6% |
| 5Y | +657.3% | +32.7% | +624.5% | +513.5% |
| 10Y | +995.9% | +138.8% | +857.2% | +533.1% |
| All | +7,917.6% | +2,413.2% | +5,504.4% | +2,419.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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