+3,922.7%
DELL vs FDS
+66.9%
+3,855.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.8% | +0.5% | -3.3% |
| 7D | -1.9% | -16.0% | +14.1% | +4.3% |
| 30D | +14.9% | -6.7% | +21.6% | +17.2% |
| 3M | +37.2% | +6.0% | +31.3% | +30.4% |
| 6M | +254.0% | +25.1% | +228.9% | +211.3% |
| YTD | +306.1% | -8.1% | +314.3% | +305.7% |
| 1Y | +312.3% | -26.0% | +338.3% | +349.6% |
| 3Y | +654.0% | -36.4% | +690.4% | +767.9% |
| 5Y | +1,055.3% | -27.7% | +1,083.1% | +1,122.2% |
| All | +3,922.7% | +66.9% | +3,855.8% | +2,686.2% |
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