+47.6%
ON vs FLEX
+23.4%
+24.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.3% | +10.5% | +3.3% |
| 7D | -5.8% | -17.0% | +11.2% | +1.5% |
| 30D | -17.1% | -33.8% | +16.8% | -2.4% |
| 3M | -11.8% | -39.0% | +27.2% | +7.4% |
| 6M | -30.2% | -15.9% | -14.3% | -20.6% |
| YTD | +31.6% | +27.8% | +3.7% | +24.4% |
| 1Y | +47.6% | +25.0% | +22.6% | +40.1% |
| All | +47.6% | +23.4% | +24.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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