+5,008.5%
FLEX vs RIG
-33.6%
+5,042.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.8% | +4.0% |
| 7D | -19.3% | -24.5% | +5.2% | -14.2% |
| 30D | -41.5% | -2.8% | -38.7% | -41.2% |
| 3M | -43.1% | +1.6% | -44.7% | -43.7% |
| 6M | -48.2% | -15.9% | -32.3% | -47.0% |
| YTD | +15.5% | +26.9% | -11.4% | +6.7% |
| 1Y | +10.2% | +34.4% | -24.1% | +0.4% |
| 3Y | +256.8% | -21.2% | +278.0% | +246.9% |
| 5Y | +408.2% | +46.4% | +361.8% | +292.1% |
| 10Y | +580.8% | -45.8% | +626.6% | +352.8% |
| All | +5,008.5% | -33.6% | +5,042.1% | +2,522.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling