+3,063.4%
DELL vs F
+72.1%
+2,991.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.3% |
| 6M | +33.4% | +4.0% | +29.3% | +30.5% |
| YTD | +178.0% | -1.3% | +179.3% | +175.3% |
| 1Y | +138.6% | -1.9% | +140.5% | +136.9% |
| 3Y | +400.9% | +53.5% | +347.4% | +306.7% |
| 5Y | +580.7% | -15.1% | +595.9% | +555.5% |
| 10Y | +2,655.3% | +81.0% | +2,574.3% | +1,596.2% |
| All | +3,063.4% | +72.1% | +2,991.3% | +1,923.2% |
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