+2,876.0%
DELL vs FIX
+3,615.9%
-739.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.5% |
| 7D | +17.1% | +17.0% | +0.1% | +9.8% |
| 30D | -35.1% | -30.6% | -4.5% | -24.4% |
| 3M | -23.3% | -35.0% | +11.7% | -8.6% |
| 6M | +55.8% | -44.0% | +99.8% | +95.2% |
| YTD | +198.0% | +21.1% | +176.8% | +170.2% |
| 1Y | +166.6% | +16.3% | +150.3% | +145.0% |
| 3Y | +427.6% | +507.4% | -79.8% | +145.2% |
| 5Y | +630.6% | +1,052.1% | -421.4% | +164.7% |
| All | +2,876.0% | +3,615.9% | -739.9% | +642.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling