+22.8%
FLEX vs O
+10.4%
+12.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +12.6% |
| 7D | -7.2% | +3.3% | -10.5% | -4.3% |
| 30D | -34.8% | +10.3% | -45.1% | -29.7% |
| 3M | -35.6% | -3.5% | -32.1% | -35.7% |
| 6M | -45.0% | -1.3% | -43.7% | -44.7% |
| YTD | +29.4% | +10.3% | +19.0% | +38.8% |
| All | +22.8% | +10.4% | +12.4% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling