+25.0%
FLEX vs RRX
+30.0%
-5.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.6% | -8.7% | -9.6% |
| 7D | -17.0% | +7.6% | -24.6% | -21.4% |
| 30D | -33.8% | +7.5% | -41.4% | -36.8% |
| 3M | -39.0% | -21.0% | -18.0% | -29.2% |
| 6M | -15.9% | -18.1% | +2.2% | -3.8% |
| YTD | +27.8% | +24.3% | +3.6% | +16.7% |
| 1Y | +25.0% | +29.3% | -4.3% | +13.0% |
| All | +25.0% | +30.0% | -5.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling