+7,917.6%
FLEX vs RRX
+2,053.1%
+5,864.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -0.9% | +3.4% | -4.3% | -2.8% |
| 30D | -10.1% | -11.1% | +1.0% | -4.0% |
| 3M | -31.3% | -23.7% | -7.6% | -20.3% |
| 6M | +71.3% | -22.0% | +93.3% | +96.5% |
| YTD | +81.2% | +16.5% | +64.8% | +64.4% |
| 1Y | +98.5% | +11.5% | +87.0% | +83.6% |
| 3Y | +428.2% | +1.5% | +426.7% | +387.3% |
| 5Y | +657.3% | +18.3% | +639.0% | +520.2% |
| 10Y | +995.9% | +209.8% | +786.1% | +419.2% |
| All | +7,917.6% | +2,053.1% | +5,864.6% | +1,597.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling