+626.9%
FLEX vs ROK
+270.1%
+356.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -4.1% |
| 7D | -13.6% | -11.0% | -2.6% | -5.8% |
| 30D | -36.5% | -8.2% | -28.3% | -32.0% |
| 3M | -36.4% | -8.5% | -28.0% | -31.6% |
| 6M | -46.5% | -12.0% | -34.5% | -40.7% |
| YTD | +25.9% | +3.1% | +22.9% | +25.8% |
| 1Y | +19.6% | +2.9% | +16.7% | +19.9% |
| 3Y | +287.0% | +60.7% | +226.4% | +177.6% |
| 5Y | +466.6% | +29.5% | +437.1% | +355.6% |
| 10Y | +626.9% | +262.6% | +364.3% | +222.3% |
| All | +626.9% | +270.1% | +356.8% | +222.3% |
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