+104.7%
FLEX vs ROST
+53.6%
+51.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | +7.0% | +0.2% | +6.7% | +6.9% |
| 30D | -5.8% | -10.0% | +4.2% | -3.1% |
| 3M | -24.2% | +1.2% | -25.4% | -25.5% |
| 6M | +90.8% | +8.9% | +81.9% | +78.8% |
| YTD | +89.2% | +28.1% | +61.1% | +63.8% |
| 1Y | +104.7% | +53.0% | +51.8% | +62.3% |
| All | +104.7% | +53.6% | +51.1% | +62.3% |
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 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