+2,876.0%
DELL vs F
+64.3%
+2,811.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.4% |
| 7D | +17.1% | -3.9% | +21.0% | +18.8% |
| 30D | -35.1% | -0.5% | -34.6% | -35.2% |
| 3M | -23.3% | -12.9% | -10.4% | -19.8% |
| 6M | +55.8% | +1.5% | +54.3% | +53.8% |
| YTD | +198.0% | -5.0% | +203.0% | +199.1% |
| 1Y | +166.6% | -7.3% | +173.9% | +170.2% |
| 3Y | +427.6% | +45.3% | +382.4% | +337.0% |
| 5Y | +630.6% | -15.8% | +646.4% | +605.7% |
| All | +2,876.0% | +64.3% | +2,811.7% | +1,814.9% |
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