+651.7%
FLEX vs RIG
-48.7%
+700.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.4% |
| 7D | +2.2% | -2.6% | +4.8% | +2.8% |
| 30D | -32.6% | -5.2% | -27.5% | -32.1% |
| 3M | -35.5% | -8.6% | -26.9% | -34.8% |
| 6M | -45.6% | -18.9% | -26.6% | -44.3% |
| YTD | +30.7% | +28.6% | +2.1% | +22.7% |
| 1Y | +28.4% | +25.5% | +2.8% | +20.9% |
| 3Y | +301.7% | -20.2% | +321.8% | +290.8% |
| 5Y | +473.3% | +53.9% | +419.4% | +370.2% |
| 10Y | +651.7% | -48.8% | +700.5% | +472.3% |
| All | +651.7% | -48.7% | +700.5% | +472.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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