+4,681.2%
DELL vs FIX
+5,917.3%
-1,236.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.8% |
| 7D | +14.9% | +6.0% | +8.9% | +12.3% |
| 30D | +13.3% | -7.2% | +20.5% | +16.3% |
| 3M | +24.4% | -15.9% | +40.2% | +32.3% |
| 6M | +258.0% | +12.7% | +245.3% | +235.6% |
| YTD | +320.2% | +72.8% | +247.4% | +230.4% |
| 1Y | +319.1% | +122.9% | +196.2% | +194.8% |
| 3Y | +706.5% | +774.3% | -67.8% | +228.7% |
| 5Y | +1,071.9% | +2,049.5% | -977.6% | +247.2% |
| 10Y | +4,683.5% | +5,821.5% | -1,138.0% | +1,009.6% |
| All | +4,681.2% | +5,917.3% | -1,236.0% | +1,007.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling