+424.8%
FLEX vs ROL
+15.7%
+409.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.2% |
| 7D | +7.5% | +3.0% | +4.5% | +7.3% |
| 30D | -25.3% | +19.8% | -45.1% | -26.4% |
| 3M | -39.7% | +7.9% | -47.6% | -40.0% |
| 6M | -47.9% | -25.6% | -22.2% | -45.0% |
| YTD | +24.1% | -34.1% | +58.2% | +34.3% |
| 1Y | +26.0% | -31.4% | +57.3% | +34.8% |
| 3Y | +282.7% | +4.7% | +278.0% | +242.3% |
| All | +424.8% | +15.7% | +409.1% | +342.3% |
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