+5,008.5%
FLEX vs RRC
+887.5%
+4,121.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +5.1% |
| 7D | -19.3% | -10.8% | -8.5% | -17.4% |
| 30D | -41.5% | +22.3% | -63.9% | -44.0% |
| 3M | -43.1% | +26.6% | -69.7% | -46.0% |
| 6M | -48.2% | +18.9% | -67.1% | -50.5% |
| YTD | +15.5% | +39.2% | -23.7% | +6.3% |
| 1Y | +10.2% | +34.0% | -23.7% | +2.0% |
| 3Y | +256.8% | +42.0% | +214.8% | +224.8% |
| 5Y | +408.2% | +111.9% | +296.3% | +310.8% |
| 10Y | +580.8% | +62.8% | +518.0% | +384.4% |
| All | +5,008.5% | +887.5% | +4,121.0% | +2,549.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling