+416.7%
FLEX vs ROL
+13.1%
+403.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +4.7% |
| 7D | -19.3% | +9.5% | -28.8% | -19.9% |
| 30D | -41.5% | +22.9% | -64.5% | -42.7% |
| 3M | -43.1% | +3.5% | -46.7% | -43.2% |
| 6M | -48.2% | -29.4% | -18.8% | -45.0% |
| YTD | +15.5% | -36.1% | +51.5% | +25.2% |
| 1Y | +10.2% | -34.4% | +44.6% | +18.6% |
| 3Y | +256.8% | +4.0% | +252.8% | +216.4% |
| All | +416.7% | +13.1% | +403.6% | +344.9% |
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