+1,784.0%
FLEX vs RSG
+2,310.6%
-526.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | +2.5% | +5.0% | +6.4% |
| 30D | -25.3% | +12.7% | -38.0% | -29.4% |
| 3M | -39.7% | +17.9% | -57.6% | -44.3% |
| 6M | -47.9% | +25.0% | -72.8% | -53.7% |
| YTD | +24.1% | +20.8% | +3.3% | +10.7% |
| 1Y | +26.0% | +24.3% | +1.7% | +10.8% |
| 3Y | +282.7% | +65.3% | +217.4% | +192.0% |
| 5Y | +424.2% | +99.1% | +325.2% | +265.1% |
| 10Y | +613.8% | +452.4% | +161.4% | +223.8% |
| All | +1,784.0% | +2,310.6% | -526.6% | +369.5% |
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