+424.8%
FLEX vs O
+7.0%
+417.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | +7.5% | -0.4% | +7.8% | +7.5% |
| 30D | -25.3% | +7.1% | -32.4% | -26.3% |
| 3M | -39.7% | -5.2% | -34.4% | -39.0% |
| 6M | -47.9% | -1.8% | -46.1% | -48.1% |
| YTD | +24.1% | +9.1% | +15.0% | +19.7% |
| 1Y | +26.0% | +9.7% | +16.3% | +21.1% |
| 3Y | +282.7% | +39.1% | +243.5% | +215.9% |
| All | +424.8% | +7.0% | +417.8% | +410.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling