+2,901.0%
DELL vs F
+71.0%
+2,830.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | -22.6% | +1.6% | -24.1% | -23.2% |
| 30D | -43.2% | +2.6% | -45.8% | -44.0% |
| 3M | -24.8% | -8.8% | -16.0% | -22.8% |
| 6M | +38.0% | +4.6% | +33.4% | +34.8% |
| YTD | +163.7% | -1.9% | +165.6% | +161.7% |
| 1Y | +122.5% | -0.8% | +123.3% | +120.0% |
| 3Y | +377.0% | +43.5% | +333.5% | +296.8% |
| 5Y | +542.6% | -12.1% | +554.6% | +510.4% |
| 10Y | +2,554.1% | +83.6% | +2,470.5% | +1,518.5% |
| All | +2,901.0% | +71.0% | +2,830.0% | +1,823.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling