+7,917.6%
FLEX vs ROST
+65,365.4%
-57,447.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | -31.3% | -0.8% | -30.5% | -31.8% |
| 6M | +71.3% | +8.5% | +62.8% | +64.2% |
| YTD | +81.2% | +28.6% | +52.7% | +62.1% |
| 1Y | +98.5% | +52.3% | +46.2% | +65.5% |
| 3Y | +428.2% | +94.8% | +333.4% | +296.0% |
| 5Y | +657.3% | +110.8% | +546.5% | +435.5% |
| 10Y | +995.9% | +304.5% | +691.4% | +495.8% |
| All | +7,917.6% | +65,365.4% | -57,447.8% | +861.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling