+4,681.2%
DELL vs F
+101.0%
+4,580.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.0% |
| 7D | +14.9% | +5.3% | +9.6% | +12.9% |
| 30D | +13.3% | +4.6% | +8.7% | +11.4% |
| 3M | +24.4% | -3.7% | +28.1% | +25.5% |
| 6M | +258.0% | +16.8% | +241.2% | +236.8% |
| YTD | +320.2% | +15.3% | +304.9% | +295.3% |
| 1Y | +319.1% | +31.0% | +288.0% | +273.9% |
| 3Y | +706.5% | +45.4% | +661.1% | +568.0% |
| 5Y | +1,071.9% | +54.7% | +1,017.2% | +806.0% |
| 10Y | +4,683.5% | +98.2% | +4,585.2% | +2,828.7% |
| All | +4,681.2% | +101.0% | +4,580.3% | +2,805.4% |
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