+100.5%
FLEX vs RNG
+116.0%
-15.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.5% |
| 7D | +6.4% | -4.1% | +10.4% | +5.8% |
| 30D | -5.9% | +8.6% | -14.5% | -4.6% |
| 3M | -23.5% | +78.0% | -101.4% | -15.9% |
| 6M | +83.7% | +67.0% | +16.7% | +100.3% |
| YTD | +86.5% | +142.4% | -55.9% | +106.7% |
| 1Y | +100.5% | +120.4% | -19.9% | +118.8% |
| All | +100.5% | +116.0% | -15.5% | +118.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling