+663.2%
FLEX vs ROP
-13.6%
+676.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.1% |
| 7D | -0.9% | -4.4% | +3.5% | -0.1% |
| 30D | -10.1% | +3.2% | -13.4% | -10.8% |
| 3M | -31.3% | +23.1% | -54.4% | -35.7% |
| 6M | +71.3% | +13.3% | +58.0% | +63.8% |
| YTD | +81.2% | -7.9% | +89.1% | +91.3% |
| 1Y | +98.5% | -22.1% | +120.6% | +130.3% |
| 3Y | +428.2% | -16.8% | +445.0% | +475.2% |
| All | +663.2% | -13.6% | +676.8% | +636.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling