+5,681.7%
FLEX vs DTE
+2,503.5%
+3,178.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.5% |
| 7D | +2.2% | +1.6% | +0.7% | +1.7% |
| 30D | -32.6% | +9.1% | -41.7% | -35.8% |
| 3M | -35.5% | +2.4% | -37.9% | -36.4% |
| 6M | -45.6% | -0.2% | -45.3% | -46.0% |
| YTD | +30.7% | +11.0% | +19.7% | +22.0% |
| 1Y | +28.4% | +3.4% | +25.0% | +24.3% |
| 3Y | +301.7% | +57.1% | +244.6% | +202.2% |
| 5Y | +473.3% | +46.6% | +426.7% | +339.7% |
| 10Y | +651.7% | +151.3% | +500.5% | +322.8% |
| All | +5,681.7% | +2,503.5% | +3,178.2% | +1,679.9% |
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