+136.8%
DELL vs FIX
+13.3%
+123.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.8% | -3.1% |
| 7D | -18.1% | -13.9% | -4.2% | -12.2% |
| 30D | -42.9% | -35.5% | -7.3% | -30.8% |
| 3M | -26.9% | -33.9% | +7.1% | -12.5% |
| 6M | +28.8% | -43.3% | +72.1% | +60.1% |
| YTD | +168.4% | +18.7% | +149.8% | +156.9% |
| 1Y | +136.8% | +13.8% | +123.1% | +132.7% |
| All | +136.8% | +13.3% | +123.5% | +132.7% |
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