+663.2%
FLEX vs ROL
-3.8%
+667.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -0.9% | -1.4% | +0.5% | -0.7% |
| 30D | -10.1% | -4.1% | -6.1% | -9.7% |
| 3M | -31.3% | -22.5% | -8.8% | -29.0% |
| 6M | +71.3% | -37.7% | +108.9% | +85.1% |
| YTD | +81.2% | -39.6% | +120.8% | +96.9% |
| 1Y | +98.5% | -36.0% | +134.5% | +112.0% |
| 3Y | +428.2% | -5.1% | +433.4% | +381.0% |
| All | +663.2% | -3.8% | +667.0% | +543.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling