+636.7%
DELL vs FDS
-36.6%
+673.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.8% | +0.5% | -4.6% |
| 7D | -1.9% | -16.0% | +14.1% | +0.1% |
| 30D | +14.9% | -6.7% | +21.6% | +15.7% |
| 3M | +37.2% | +6.0% | +31.3% | +34.5% |
| 6M | +254.0% | +25.1% | +228.9% | +236.3% |
| YTD | +306.1% | -8.1% | +314.3% | +314.9% |
| 1Y | +312.3% | -26.0% | +338.3% | +346.7% |
| All | +636.7% | -36.6% | +673.3% | +711.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling