+1,106.2%
DELL vs FDS
-23.5%
+1,129.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.0% |
| 7D | +8.7% | -8.8% | +17.5% | +10.8% |
| 30D | +16.9% | -1.4% | +18.3% | +16.9% |
| 3M | +40.4% | +13.9% | +26.6% | +33.5% |
| 6M | +267.1% | +27.4% | +239.7% | +237.1% |
| YTD | +329.1% | -2.5% | +331.6% | +329.9% |
| 1Y | +346.9% | -23.8% | +370.7% | +388.6% |
| 3Y | +696.6% | -32.5% | +729.1% | +799.3% |
| 5Y | +1,106.2% | -23.2% | +1,129.4% | +1,255.9% |
| All | +1,106.2% | -23.5% | +1,129.6% | +1,255.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling