+339.6%
DELL vs FIX
+132.0%
+207.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.0% |
| 7D | +25.6% | +6.1% | +19.6% | +23.1% |
| 30D | +17.7% | -2.7% | +20.3% | +18.5% |
| 3M | +33.4% | -10.9% | +44.4% | +37.3% |
| 6M | +266.2% | +29.0% | +237.2% | +235.2% |
| YTD | +328.0% | +76.9% | +251.1% | +247.5% |
| 1Y | +339.6% | +130.7% | +208.8% | +217.0% |
| All | +339.6% | +132.0% | +207.6% | +217.0% |
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