+300.0%
DELL vs FIG
-71.6%
+371.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.0% |
| 7D | +14.9% | -16.3% | +31.2% | +17.1% |
| 30D | +13.3% | -14.3% | +27.6% | +14.9% |
| 3M | +24.4% | +7.2% | +17.2% | +22.0% |
| 6M | +258.0% | -18.6% | +276.6% | +262.7% |
| YTD | +320.2% | -35.5% | +355.6% | +330.9% |
| 1Y | +319.1% | -55.8% | +374.8% | +346.3% |
| All | +300.0% | -71.6% | +371.7% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling