+1,034.9%
FLEX vs RNG
+324.9%
+710.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.9% |
| 7D | -7.2% | -6.2% | -0.9% | -6.1% |
| 30D | -34.8% | -8.0% | -26.7% | -33.7% |
| 3M | -35.6% | +15.7% | -51.3% | -37.3% |
| 6M | -45.0% | +60.3% | -105.4% | -50.4% |
| YTD | +29.4% | +153.8% | -124.4% | +3.1% |
| 1Y | +24.8% | +172.2% | -147.4% | -2.0% |
| 3Y | +304.4% | +174.8% | +129.6% | +204.4% |
| 5Y | +484.1% | -68.6% | +552.7% | +533.5% |
| 10Y | +640.4% | +248.2% | +392.2% | +358.9% |
| All | +1,034.9% | +324.9% | +710.0% | +562.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling