+449.4%
FLEX vs ROST
+97.0%
+352.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | -10.1% | -8.9% | -1.3% | -6.7% |
| 3M | -31.3% | -0.8% | -30.5% | -31.8% |
| 6M | +71.3% | +8.5% | +62.8% | +61.9% |
| YTD | +81.2% | +28.6% | +52.7% | +57.0% |
| 1Y | +98.5% | +52.3% | +46.2% | +57.5% |
| All | +449.4% | +97.0% | +352.5% | +291.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling