+308.5%
DELL vs FIG
-74.1%
+382.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.5% | +0.6% |
| 7D | +8.7% | -14.5% | +23.2% | +10.6% |
| 30D | +16.9% | -13.3% | +30.2% | +18.2% |
| 3M | +40.4% | +7.4% | +33.0% | +36.8% |
| 6M | +267.1% | -27.8% | +294.9% | +276.8% |
| YTD | +329.1% | -41.1% | +370.2% | +344.3% |
| 1Y | +346.9% | -58.7% | +405.6% | +381.5% |
| All | +308.5% | -74.1% | +382.6% | +316.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling