+478.1%
FLEX vs RRX
+4.1%
+474.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.1% |
| 7D | +7.0% | +4.3% | +2.7% | +4.4% |
| 30D | -5.8% | -8.0% | +2.2% | -1.1% |
| 3M | -24.2% | -22.0% | -2.2% | -12.9% |
| 6M | +90.8% | -11.9% | +102.7% | +106.3% |
| YTD | +89.2% | +17.1% | +72.1% | +75.2% |
| 1Y | +104.7% | +14.9% | +89.8% | +90.8% |
| 3Y | +478.1% | +6.9% | +471.2% | +450.3% |
| All | +478.1% | +4.1% | +474.0% | +450.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling