+145.3%
DELL vs F
-2.1%
+147.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -11.8% | -0.6% | -11.2% | -11.7% |
| 30D | -40.8% | +2.9% | -43.7% | -41.7% |
| 3M | -23.6% | -9.5% | -14.1% | -20.6% |
| 6M | +33.4% | +4.0% | +29.3% | +35.1% |
| YTD | +178.0% | -1.3% | +179.3% | +166.4% |
| All | +145.3% | -2.1% | +147.3% | +134.7% |
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