+2,662.4%
DELL vs FDS
+127.7%
+2,534.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.3% | -7.5% | -7.3% |
| 7D | +4.9% | +1.5% | +3.4% | +4.5% |
| 30D | -32.1% | +14.8% | -46.9% | -35.8% |
| 3M | -30.2% | +16.3% | -46.5% | -34.9% |
| 6M | +41.7% | +66.2% | -24.5% | +12.4% |
| YTD | +176.6% | +16.2% | +160.3% | +151.1% |
| 1Y | +159.9% | +21.8% | +138.1% | +130.2% |
| 3Y | +388.0% | -23.9% | +411.9% | +426.3% |
| 5Y | +578.2% | -23.1% | +601.3% | +615.2% |
| All | +2,662.4% | +127.7% | +2,534.7% | +1,579.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling