+163.3%
DELL vs FIG
-77.1%
+240.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.8% | -10.0% | -7.5% |
| 7D | +4.9% | +3.4% | +1.5% | +4.4% |
| 30D | -32.1% | -9.5% | -22.6% | -31.3% |
| 3M | -30.2% | -26.2% | -4.0% | -28.1% |
| 6M | +41.7% | +2.7% | +39.0% | +40.9% |
| YTD | +176.6% | -48.0% | +224.5% | +190.4% |
| 1Y | +159.9% | -52.0% | +212.0% | +174.3% |
| All | +163.3% | -77.1% | +240.4% | +172.2% |
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