+258.0%
DELL vs FIX
+14.6%
+243.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.7% |
| 7D | +14.9% | +6.0% | +8.9% | +12.2% |
| 30D | +13.3% | -7.2% | +20.5% | +16.5% |
| 3M | +24.4% | -15.9% | +40.2% | +29.7% |
| 6M | +258.0% | +12.7% | +245.3% | +244.2% |
| All | +258.0% | +14.6% | +243.4% | +244.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling