+1,086.7%
FLEX vs ROK
+343.9%
+742.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +6.4% | +0.2% | +6.2% | +6.2% |
| 30D | -5.9% | -1.8% | -4.1% | -4.6% |
| 3M | -23.5% | -7.2% | -16.3% | -19.3% |
| 6M | +83.7% | +14.2% | +69.6% | +70.3% |
| YTD | +86.5% | +10.6% | +75.9% | +75.7% |
| 1Y | +100.5% | +25.9% | +74.6% | +73.7% |
| 3Y | +469.8% | +50.8% | +419.1% | +322.7% |
| 5Y | +725.7% | +47.0% | +678.6% | +499.0% |
| 10Y | +1,086.7% | +354.9% | +731.8% | +360.7% |
| All | +1,086.7% | +343.9% | +742.8% | +360.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling