+98.5%
FLEX vs RSG
-3.6%
+102.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | 0.0% |
| 7D | -0.9% | +0.3% | -1.2% | -0.5% |
| 30D | -10.1% | +7.6% | -17.7% | -0.1% |
| 3M | -31.3% | +7.4% | -38.8% | -22.7% |
| 6M | +71.3% | -3.3% | +74.5% | +83.3% |
| YTD | +81.2% | +6.0% | +75.2% | +110.5% |
| 1Y | +98.5% | -3.7% | +102.2% | +127.6% |
| All | +98.5% | -3.6% | +102.1% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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