+143.3%
DELL vs F
+2.7%
+140.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.9% | -11.7% | -9.9% |
| 7D | -24.6% | +6.0% | -30.6% | -26.5% |
| 30D | -32.5% | +4.3% | -36.8% | -33.9% |
| 3M | -20.2% | -10.1% | -10.1% | -16.8% |
| 6M | +76.5% | +12.8% | +63.7% | +75.5% |
| YTD | +198.9% | -0.1% | +199.0% | +186.2% |
| 1Y | +143.3% | +3.7% | +139.7% | +125.5% |
| All | +143.3% | +2.7% | +140.6% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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