+3,922.7%
DELL vs FLEX
+1,045.7%
+2,877.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -3.4% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +14.9% | -11.8% | +26.7% | +21.7% |
| 3M | +37.2% | -22.6% | +59.8% | +52.6% |
| 6M | +254.0% | +77.3% | +176.7% | +161.8% |
| YTD | +306.1% | +78.8% | +227.4% | +196.1% |
| 1Y | +312.3% | +86.1% | +226.2% | +193.3% |
| 3Y | +654.0% | +446.2% | +207.8% | +236.5% |
| 5Y | +1,055.3% | +689.7% | +365.6% | +337.6% |
| All | +3,922.7% | +1,045.7% | +2,877.0% | +1,029.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling