+98.5%
FLEX vs ROP
-21.5%
+120.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | -1.1% |
| 7D | -0.9% | -4.4% | +3.5% | -4.1% |
| 30D | -10.1% | +3.2% | -13.4% | -7.6% |
| 3M | -31.3% | +23.1% | -54.4% | -19.8% |
| 6M | +71.3% | +13.3% | +58.0% | +95.5% |
| YTD | +81.2% | -7.9% | +89.1% | +97.2% |
| 1Y | +98.5% | -22.1% | +120.6% | +107.4% |
| All | +98.5% | -21.5% | +120.0% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling