+697.3%
DELL vs F
+47.7%
+649.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +14.9% | +5.3% | +9.6% | +13.0% |
| 30D | +13.3% | +4.6% | +8.7% | +11.5% |
| 3M | +24.4% | -3.7% | +28.1% | +25.5% |
| 6M | +258.0% | +16.8% | +241.2% | +240.9% |
| YTD | +320.2% | +15.3% | +304.9% | +299.4% |
| 1Y | +319.1% | +31.0% | +288.0% | +280.9% |
| All | +697.3% | +47.7% | +649.5% | +603.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling