-45.6%
FLEX vs RRX
-14.2%
-31.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +2.3% |
| 7D | +2.2% | +5.4% | -3.1% | -1.9% |
| 30D | -32.6% | +12.0% | -44.6% | -38.4% |
| 3M | -35.5% | +6.1% | -41.6% | -38.3% |
| 6M | -45.6% | -13.2% | -32.4% | -40.6% |
| All | -45.6% | -14.2% | -31.3% | -40.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling