+2,651.6%
FLEX vs RSG
+2,015.2%
+636.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -10.1% | +7.6% | -17.7% | -13.0% |
| 3M | -31.3% | +7.4% | -38.8% | -34.3% |
| 6M | +71.3% | -3.3% | +74.5% | +69.9% |
| YTD | +81.2% | +6.0% | +75.2% | +72.3% |
| 1Y | +98.5% | -3.7% | +102.2% | +95.7% |
| 3Y | +428.2% | +59.1% | +369.1% | +311.5% |
| 5Y | +657.3% | +89.0% | +568.2% | +441.7% |
| 10Y | +995.9% | +412.5% | +583.4% | +417.9% |
| All | +2,651.6% | +2,015.2% | +636.4% | +630.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling