+651.7%
FLEX vs O
+82.5%
+569.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | -32.6% | +9.4% | -42.1% | -35.9% |
| 3M | -35.5% | -2.4% | -33.1% | -35.2% |
| 6M | -45.6% | -1.9% | -43.7% | -46.1% |
| YTD | +30.7% | +10.5% | +20.2% | +21.5% |
| 1Y | +28.4% | +10.0% | +18.4% | +19.4% |
| 3Y | +301.7% | +40.5% | +261.2% | +214.3% |
| 5Y | +473.3% | +10.2% | +463.0% | +414.1% |
| 10Y | +651.7% | +82.5% | +569.3% | +453.6% |
| All | +651.7% | +82.5% | +569.3% | +453.6% |
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