+442.4%
FLEX vs ROL
-4.8%
+447.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -0.9% | -1.4% | +0.5% | -1.0% |
| 30D | -10.1% | -4.1% | -6.1% | -10.5% |
| 3M | -31.3% | -22.5% | -8.8% | -32.4% |
| 6M | +71.3% | -37.7% | +108.9% | +69.7% |
| YTD | +81.2% | -39.6% | +120.8% | +80.1% |
| 1Y | +98.5% | -36.0% | +134.5% | +97.2% |
| All | +442.4% | -4.8% | +447.2% | +359.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling