+7,917.6%
FLEX vs ROK
+7,491.4%
+426.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.6% |
| 6M | +71.3% | +13.9% | +57.4% | +60.1% |
| YTD | +81.2% | +12.6% | +68.7% | +69.8% |
| 1Y | +98.5% | +28.6% | +69.9% | +71.6% |
| 3Y | +428.2% | +45.1% | +383.1% | +311.9% |
| 5Y | +657.3% | +45.6% | +611.7% | +469.2% |
| 10Y | +995.9% | +345.0% | +650.9% | +306.3% |
| All | +7,917.6% | +7,491.4% | +426.3% | +409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling