+166.6%
DELL vs FIX
+17.6%
+148.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.7% |
| 7D | +17.1% | +17.0% | +0.1% | +8.5% |
| 30D | -35.1% | -30.6% | -4.5% | -23.7% |
| 3M | -23.3% | -35.0% | +11.7% | -7.9% |
| 6M | +55.8% | -44.0% | +99.8% | +93.8% |
| YTD | +198.0% | +21.1% | +176.8% | +184.2% |
| 1Y | +166.6% | +16.3% | +150.3% | +160.9% |
| All | +166.6% | +17.6% | +148.9% | +160.9% |
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