+256.8%
FLEX vs RBA
+42.3%
+214.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.9% |
| 7D | -19.3% | +4.3% | -23.6% | -20.4% |
| 30D | -41.5% | +16.3% | -57.9% | -44.2% |
| 3M | -43.1% | +1.3% | -44.4% | -43.5% |
| 6M | -48.2% | -11.1% | -37.1% | -46.8% |
| YTD | +15.5% | -8.5% | +23.9% | +16.4% |
| 1Y | +10.2% | -2.1% | +12.3% | +8.2% |
| 3Y | +256.8% | +44.6% | +212.2% | +215.7% |
| All | +256.8% | +42.3% | +214.5% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling