+282.7%
FLEX vs RRC
+60.0%
+222.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | +7.5% | +6.4% | +1.1% | +6.0% |
| 30D | -25.3% | +23.9% | -49.2% | -28.6% |
| 3M | -39.7% | +30.2% | -69.9% | -43.2% |
| 6M | -47.9% | +26.3% | -74.1% | -50.7% |
| YTD | +24.1% | +48.1% | -24.0% | +7.7% |
| 1Y | +26.0% | +37.7% | -11.7% | +12.4% |
| 3Y | +282.7% | +60.3% | +222.4% | +210.8% |
| All | +282.7% | +60.0% | +222.7% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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