+5,008.9%
FLEX vs ROK
+6,477.3%
-1,468.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +5.9% | +5.4% |
| 7D | -19.3% | -13.8% | -5.5% | -11.2% |
| 30D | -41.5% | -14.9% | -26.6% | -34.8% |
| 3M | -43.1% | -14.7% | -28.4% | -36.6% |
| 6M | -48.2% | -17.7% | -30.5% | -40.8% |
| YTD | +15.5% | -2.5% | +18.0% | +19.3% |
| 1Y | +10.2% | +2.3% | +8.0% | +10.8% |
| 3Y | +256.8% | +52.7% | +204.1% | +172.6% |
| 5Y | +408.2% | +20.5% | +387.7% | +334.9% |
| 10Y | +580.9% | +284.0% | +296.9% | +180.0% |
| All | +5,008.9% | +6,477.3% | -1,468.4% | +258.3% |
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 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