+663.2%
FLEX vs ROK
+46.3%
+617.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.7% |
| 7D | -0.9% | +0.7% | -1.6% | -1.3% |
| 30D | -10.1% | -3.3% | -6.8% | -8.1% |
| 3M | -31.3% | -5.9% | -25.5% | -28.5% |
| 6M | +71.3% | +13.9% | +57.4% | +60.6% |
| YTD | +81.2% | +12.6% | +68.7% | +70.2% |
| 1Y | +98.5% | +28.6% | +69.9% | +73.1% |
| 3Y | +428.2% | +45.1% | +383.1% | +315.1% |
| All | +663.2% | +46.3% | +617.0% | +460.0% |
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