+2,566.3%
DELL vs FIX
+3,723.8%
-1,157.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.8% | -3.2% |
| 7D | -18.1% | -13.9% | -4.2% | -12.8% |
| 30D | -42.9% | -35.5% | -7.3% | -31.6% |
| 3M | -26.9% | -33.9% | +7.1% | -13.5% |
| 6M | +28.8% | -43.3% | +72.1% | +60.3% |
| YTD | +168.4% | +18.7% | +149.8% | +145.2% |
| 1Y | +136.8% | +13.8% | +123.1% | +119.4% |
| 3Y | +375.3% | +495.0% | -119.6% | +122.7% |
| 5Y | +551.0% | +1,049.0% | -498.0% | +136.3% |
| 10Y | +2,566.3% | +3,644.4% | -1,078.1% | +572.1% |
| All | +2,566.3% | +3,723.8% | -1,157.5% | +572.1% |
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