+652.8%
FLEX vs RNG
+233.2%
+419.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.4% |
| 7D | +2.2% | -3.5% | +5.7% | +3.0% |
| 30D | -32.6% | -3.8% | -28.9% | -32.1% |
| 3M | -35.5% | +18.6% | -54.0% | -37.4% |
| 6M | -45.6% | +69.2% | -114.8% | -51.3% |
| YTD | +30.7% | +161.9% | -131.2% | +3.4% |
| 1Y | +28.4% | +176.2% | -147.9% | +0.3% |
| 3Y | +301.7% | +174.5% | +127.1% | +200.9% |
| 5Y | +473.3% | -71.9% | +545.2% | +559.4% |
| All | +652.8% | +233.2% | +419.7% | +320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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