+1,489.9%
FLEX vs RNG
+327.7%
+1,162.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +2.1% |
| 7D | -0.9% | +5.8% | -6.7% | -1.9% |
| 30D | -10.1% | +19.6% | -29.8% | -13.0% |
| 3M | -31.3% | +67.0% | -98.4% | -38.1% |
| 6M | +71.3% | +88.4% | -17.1% | +48.1% |
| YTD | +81.2% | +155.5% | -74.2% | +44.4% |
| 1Y | +98.5% | +141.7% | -43.2% | +59.3% |
| 3Y | +428.2% | +131.1% | +297.2% | +311.1% |
| 5Y | +657.3% | -70.6% | +727.9% | +731.1% |
| 10Y | +995.9% | +228.2% | +767.7% | +585.1% |
| All | +1,489.9% | +327.7% | +1,162.2% | +827.0% |
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