+1,103.9%
FLEX vs ROST
+306.3%
+797.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | +7.0% | +0.2% | +6.7% | +6.8% |
| 30D | -5.8% | -10.0% | +4.2% | -0.8% |
| 3M | -24.2% | +1.2% | -25.4% | -25.8% |
| 6M | +90.8% | +8.9% | +81.9% | +79.3% |
| YTD | +89.2% | +28.1% | +61.1% | +62.5% |
| 1Y | +104.7% | +53.0% | +51.8% | +59.1% |
| 3Y | +478.1% | +97.9% | +380.2% | +283.9% |
| 5Y | +726.2% | +112.0% | +614.2% | +405.9% |
| All | +1,103.9% | +306.3% | +797.6% | +476.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling