+640.4%
FLEX vs RIG
-46.5%
+686.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.3% | +13.4% | +12.2% |
| 7D | -7.2% | -17.0% | +9.9% | -4.1% |
| 30D | -34.8% | -6.2% | -28.6% | -34.1% |
| 3M | -35.6% | -1.7% | -33.9% | -35.7% |
| 6M | -45.0% | -19.2% | -25.8% | -43.7% |
| YTD | +29.4% | +25.2% | +4.2% | +22.0% |
| 1Y | +24.8% | +29.9% | -5.1% | +16.8% |
| 3Y | +304.4% | -21.3% | +325.7% | +294.5% |
| 5Y | +484.1% | +40.5% | +443.6% | +386.1% |
| 10Y | +640.4% | -49.6% | +690.0% | +465.2% |
| All | +640.4% | -46.5% | +686.9% | +465.2% |
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