+25.0%
FLEX vs ROK
+25.3%
-0.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.6% | -11.8% | -11.7% |
| 7D | -17.0% | 0.0% | -17.0% | -16.8% |
| 30D | -33.8% | -2.5% | -31.4% | -31.7% |
| 3M | -39.0% | 0.0% | -39.0% | -38.6% |
| 6M | -15.9% | +11.6% | -27.5% | -21.7% |
| YTD | +27.8% | +15.2% | +12.6% | +10.5% |
| 1Y | +25.0% | +25.0% | 0.0% | +0.1% |
| All | +25.0% | +25.3% | -0.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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