+4,166.8%
DELL vs F
+88.2%
+4,078.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +3.4% |
| 7D | +25.6% | +1.2% | +24.5% | +25.1% |
| 30D | +17.7% | +1.2% | +16.4% | +16.9% |
| 3M | +33.4% | -5.7% | +39.1% | +35.5% |
| 6M | +266.2% | +17.9% | +248.3% | +243.4% |
| YTD | +328.0% | +10.4% | +317.6% | +308.9% |
| 1Y | +339.6% | +25.3% | +314.2% | +298.4% |
| 3Y | +694.6% | +37.5% | +657.1% | +571.8% |
| 5Y | +1,122.0% | +46.5% | +1,075.5% | +864.0% |
| All | +4,166.8% | +88.2% | +4,078.6% | +2,510.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling