-48.2%
FLEX vs ROK
-15.7%
-32.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +5.9% | +6.0% |
| 7D | -19.3% | -13.8% | -5.5% | -5.5% |
| 30D | -41.5% | -14.9% | -26.6% | -30.0% |
| 3M | -43.1% | -14.7% | -28.4% | -32.1% |
| 6M | -48.2% | -17.7% | -30.5% | -37.3% |
| All | -48.2% | -15.7% | -32.5% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling