+258.0%
DELL vs FAST
+8.2%
+249.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.7% |
| 7D | +14.9% | -0.4% | +15.2% | +14.8% |
| 30D | +13.3% | -0.8% | +14.1% | +13.2% |
| 3M | +24.4% | +5.8% | +18.6% | +27.6% |
| 6M | +258.0% | +8.0% | +250.0% | +256.4% |
| All | +258.0% | +8.2% | +249.8% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 6mo: compounded portfolio wealth divided by compounded FAST 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…
6mo analysis · Full analysis span regression · 6 months rolling