+86.1%
FLEX vs RSG
-2.0%
+88.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -5.0% |
| 7D | +0.1% | -1.8% | +1.9% | -2.4% |
| 30D | -11.8% | +2.8% | -14.6% | -7.9% |
| 3M | -22.6% | +4.3% | -26.9% | -15.9% |
| 6M | +77.3% | -0.5% | +77.9% | +92.6% |
| YTD | +78.8% | +5.2% | +73.5% | +105.8% |
| 1Y | +86.1% | -2.1% | +88.2% | +111.3% |
| All | +86.1% | -2.0% | +88.1% | +111.3% |
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