+640.4%
FLEX vs O
+69.9%
+570.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.7% |
| 7D | -7.2% | +3.3% | -10.5% | -8.8% |
| 30D | -34.8% | +10.3% | -45.1% | -38.2% |
| 3M | -35.6% | -3.5% | -32.1% | -34.9% |
| 6M | -45.0% | -1.3% | -43.7% | -45.7% |
| YTD | +29.4% | +10.3% | +19.0% | +20.3% |
| 1Y | +24.8% | +10.4% | +14.4% | +15.8% |
| 3Y | +304.4% | +40.0% | +264.4% | +217.0% |
| 5Y | +484.1% | +12.4% | +471.7% | +417.9% |
| 10Y | +640.4% | +78.2% | +562.2% | +450.0% |
| All | +640.4% | +69.9% | +570.5% | +450.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling