+25.0%
FLEX vs ROL
-34.1%
+59.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.8% | -15.1% | -11.2% |
| 7D | -17.0% | +14.6% | -31.5% | -12.2% |
| 30D | -33.8% | +29.3% | -63.1% | -27.2% |
| 3M | -39.0% | +2.0% | -41.0% | -37.3% |
| 6M | -15.9% | -28.5% | +12.6% | -14.7% |
| YTD | +27.8% | -35.3% | +63.2% | +34.2% |
| 1Y | +25.0% | -34.7% | +59.7% | +27.1% |
| All | +25.0% | -34.1% | +59.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling