+416.7%
FLEX vs ROP
+1.1%
+415.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +4.8% |
| 7D | -19.3% | +2.1% | -21.5% | -19.5% |
| 30D | -41.5% | +32.9% | -74.4% | -43.7% |
| 3M | -43.1% | +20.0% | -63.1% | -44.4% |
| 6M | -48.2% | +36.4% | -84.6% | -51.6% |
| YTD | +15.5% | +7.8% | +7.7% | +20.0% |
| 1Y | +10.2% | +8.0% | +2.2% | +14.4% |
| 3Y | +256.8% | -3.5% | +260.3% | +284.2% |
| All | +416.7% | +1.1% | +415.6% | +402.8% |
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