+416.7%
FLEX vs ROK
+19.3%
+397.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +5.9% | +5.5% |
| 7D | -19.3% | -13.8% | -5.5% | -10.4% |
| 30D | -41.5% | -14.9% | -26.6% | -34.2% |
| 3M | -43.1% | -14.7% | -28.4% | -36.0% |
| 6M | -48.2% | -17.7% | -30.5% | -40.2% |
| YTD | +15.5% | -2.5% | +18.0% | +20.6% |
| 1Y | +10.2% | +2.3% | +8.0% | +12.2% |
| 3Y | +256.8% | +52.7% | +204.1% | +179.8% |
| All | +416.7% | +19.3% | +397.4% | +333.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling