+424.8%
FLEX vs ROP
+1.9%
+422.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.5% | -4.0% |
| 7D | +7.5% | +0.7% | +6.7% | +7.4% |
| 30D | -25.3% | +28.8% | -54.1% | -27.6% |
| 3M | -39.7% | +21.1% | -60.7% | -41.1% |
| 6M | -47.9% | +52.5% | -100.4% | -53.1% |
| YTD | +24.1% | +8.9% | +15.2% | +28.8% |
| 1Y | +26.0% | +8.2% | +17.7% | +31.1% |
| 3Y | +282.7% | -5.2% | +287.8% | +320.2% |
| All | +424.8% | +1.9% | +422.9% | +405.7% |
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