+143.3%
DELL vs FLEX
+23.4%
+119.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -12.3% | +3.5% | -2.9% |
| 7D | -24.6% | -17.0% | -7.6% | -17.4% |
| 30D | -32.5% | -33.8% | +1.4% | -18.3% |
| 3M | -20.2% | -39.0% | +18.8% | -0.2% |
| 6M | +76.5% | -15.9% | +92.4% | +93.4% |
| YTD | +198.9% | +27.8% | +171.1% | +173.1% |
| 1Y | +143.3% | +25.0% | +118.4% | +122.8% |
| All | +143.3% | +23.4% | +119.9% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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