+143.3%
DELL vs FIX
+14.3%
+129.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -15.1% | +6.3% | -2.0% |
| 7D | -24.6% | -18.9% | -5.7% | -17.2% |
| 30D | -32.5% | -36.3% | +3.8% | -18.2% |
| 3M | -20.2% | -38.5% | +18.3% | -2.4% |
| 6M | +76.5% | -42.3% | +118.7% | +117.9% |
| YTD | +198.9% | +17.1% | +181.8% | +188.7% |
| 1Y | +143.3% | +14.4% | +128.9% | +138.5% |
| All | +143.3% | +14.3% | +129.1% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling