+416.7%
FLEX vs RIG
+44.4%
+372.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.8% | +4.1% |
| 7D | -19.3% | -24.5% | +5.2% | -15.2% |
| 30D | -41.5% | -2.8% | -38.7% | -41.3% |
| 3M | -43.1% | +1.6% | -44.7% | -43.6% |
| 6M | -48.2% | -15.9% | -32.3% | -47.2% |
| YTD | +15.5% | +26.9% | -11.4% | +7.7% |
| 1Y | +10.2% | +34.4% | -24.1% | +1.6% |
| 3Y | +256.8% | -21.2% | +278.0% | +238.8% |
| All | +416.7% | +44.4% | +372.3% | +339.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling