+1,060.6%
FLEX vs ROP
+134.1%
+926.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.2% | +5.7% |
| 7D | +7.0% | -5.4% | +12.4% | +9.6% |
| 30D | -5.8% | -1.6% | -4.2% | -5.5% |
| 3M | -24.2% | +18.8% | -43.1% | -32.4% |
| 6M | +90.8% | +8.2% | +82.6% | +76.4% |
| YTD | +89.2% | -10.5% | +99.7% | +93.7% |
| 1Y | +104.7% | -23.7% | +128.5% | +131.2% |
| 3Y | +478.1% | -17.9% | +495.9% | +510.2% |
| 5Y | +726.2% | -15.3% | +741.5% | +742.3% |
| 10Y | +1,060.6% | +133.4% | +927.2% | +640.7% |
| All | +1,060.6% | +134.1% | +926.5% | +640.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling