+5,619.5%
FLEX vs DTE
+2,494.3%
+3,125.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +17.1% | +3.2% | +13.9% | +15.3% |
| 30D | -29.5% | +8.5% | -38.0% | -32.6% |
| 3M | -37.3% | +1.3% | -38.6% | -37.8% |
| 6M | -44.1% | -0.7% | -43.4% | -44.4% |
| YTD | +29.3% | +10.6% | +18.7% | +20.9% |
| 1Y | +24.2% | +2.6% | +21.5% | +20.7% |
| 3Y | +297.3% | +56.5% | +240.8% | +199.5% |
| 5Y | +446.2% | +46.7% | +399.5% | +318.7% |
| 10Y | +643.7% | +150.4% | +493.3% | +319.0% |
| All | +5,619.5% | +2,494.3% | +3,125.1% | +1,664.0% |
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