+626.9%
FLEX vs O
+78.3%
+548.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -13.6% | +3.5% | -17.2% | -15.2% |
| 30D | -36.5% | +10.4% | -46.9% | -39.8% |
| 3M | -36.4% | -2.4% | -34.0% | -36.1% |
| 6M | -46.5% | -1.2% | -45.3% | -47.1% |
| YTD | +25.9% | +10.4% | +15.5% | +17.1% |
| 1Y | +19.6% | +11.4% | +8.1% | +10.4% |
| 3Y | +287.0% | +40.4% | +246.6% | +202.9% |
| 5Y | +466.6% | +12.1% | +454.5% | +403.0% |
| 10Y | +626.9% | +82.7% | +544.2% | +434.9% |
| All | +626.9% | +78.3% | +548.6% | +434.9% |
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