+442.4%
FLEX vs ROP
-16.7%
+459.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +0.9% |
| 7D | -0.9% | -4.4% | +3.5% | -1.6% |
| 30D | -10.1% | +3.2% | -13.4% | -9.6% |
| 3M | -31.3% | +23.1% | -54.4% | -30.3% |
| 6M | +71.3% | +13.3% | +58.0% | +75.4% |
| YTD | +81.2% | -7.9% | +89.1% | +98.6% |
| 1Y | +98.5% | -22.1% | +120.6% | +134.0% |
| All | +442.4% | -16.7% | +459.2% | +496.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling