+388.0%
DELL vs FIX
+503.5%
-115.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.4% | -5.8% | -6.5% |
| 7D | +4.9% | +9.4% | -4.6% | +0.5% |
| 30D | -32.1% | -27.8% | -4.3% | -20.7% |
| 3M | -30.2% | -35.6% | +5.3% | -14.4% |
| 6M | +41.7% | -45.2% | +86.9% | +85.0% |
| YTD | +176.6% | +19.5% | +157.1% | +145.3% |
| 1Y | +159.9% | +24.2% | +135.7% | +125.3% |
| 3Y | +388.0% | +494.2% | -106.2% | +93.3% |
| All | +388.0% | +503.5% | -115.5% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling