+24.2%
FLEX vs ROST
+46.7%
-22.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | +17.1% | +0.9% | +16.2% | +16.9% |
| 30D | -29.5% | +5.1% | -34.7% | -29.9% |
| 3M | -37.3% | -4.3% | -33.0% | -36.3% |
| 6M | -44.1% | +9.4% | -53.5% | -46.6% |
| YTD | +29.3% | +32.5% | -3.2% | +11.9% |
| 1Y | +24.2% | +46.9% | -22.7% | +4.8% |
| All | +24.2% | +46.7% | -22.6% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling