+1,060.6%
FLEX vs ROL
+203.4%
+857.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +5.2% |
| 7D | +7.0% | -3.4% | +10.4% | +8.1% |
| 30D | -5.8% | -6.9% | +1.1% | -3.9% |
| 3M | -24.2% | -24.6% | +0.4% | -18.0% |
| 6M | +90.8% | -39.5% | +130.3% | +122.5% |
| YTD | +89.2% | -41.1% | +130.3% | +121.8% |
| 1Y | +104.7% | -37.9% | +142.6% | +133.7% |
| 3Y | +478.1% | +0.8% | +477.3% | +420.6% |
| 5Y | +726.2% | -4.7% | +730.9% | +644.3% |
| 10Y | +1,060.6% | +207.9% | +852.7% | +519.6% |
| All | +1,060.6% | +203.4% | +857.2% | +519.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling