+143.3%
DELL vs FDS
+31.1%
+112.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.9% | -11.7% | -8.6% |
| 7D | -24.6% | +9.4% | -34.0% | -24.1% |
| 30D | -32.5% | +23.8% | -56.3% | -32.1% |
| 3M | -20.2% | +25.1% | -45.3% | -19.6% |
| 6M | +76.5% | +53.8% | +22.7% | +75.2% |
| YTD | +198.9% | +19.6% | +179.4% | +212.1% |
| 1Y | +143.3% | +31.6% | +111.7% | +161.3% |
| All | +143.3% | +31.1% | +112.2% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling