+286.7%
DELL vs FIG
-74.0%
+360.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.4% |
| 7D | -1.9% | -12.2% | +10.3% | -0.5% |
| 30D | +14.9% | -11.0% | +25.9% | +15.8% |
| 3M | +37.2% | +11.9% | +25.3% | +32.8% |
| 6M | +254.0% | -21.9% | +275.9% | +260.2% |
| YTD | +306.1% | -40.8% | +346.9% | +320.3% |
| 1Y | +312.3% | -56.6% | +368.9% | +345.5% |
| All | +286.7% | -74.0% | +360.6% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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