+256.8%
FLEX vs ROP
-3.8%
+260.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +3.7% |
| 7D | -19.3% | +2.1% | -21.5% | -18.6% |
| 30D | -41.5% | +32.9% | -74.4% | -36.8% |
| 3M | -43.1% | +20.0% | -63.1% | -39.6% |
| 6M | -48.2% | +36.4% | -84.6% | -43.9% |
| YTD | +15.5% | +7.8% | +7.7% | +33.7% |
| 1Y | +10.2% | +8.0% | +2.2% | +27.6% |
| 3Y | +256.8% | -3.5% | +260.3% | +323.5% |
| All | +256.8% | -3.8% | +260.6% | +323.5% |
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