+5,008.9%
FLEX vs ROST
+65,605.7%
-60,596.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.3% | +5.3% |
| 7D | -19.3% | +1.2% | -20.5% | -19.9% |
| 30D | -41.5% | +2.5% | -44.0% | -42.5% |
| 3M | -43.1% | -9.0% | -34.2% | -41.5% |
| 6M | -48.2% | +1.3% | -49.6% | -49.5% |
| YTD | +15.5% | +29.1% | -13.6% | +2.4% |
| 1Y | +10.2% | +45.4% | -35.2% | -6.9% |
| 3Y | +256.8% | +94.9% | +162.0% | +165.9% |
| 5Y | +408.2% | +104.0% | +304.2% | +262.0% |
| 10Y | +580.9% | +314.8% | +266.1% | +264.4% |
| All | +5,008.9% | +65,605.7% | -60,596.8% | +507.9% |
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