+312.3%
DELL vs FLEX
+90.6%
+221.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -3.5% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +14.9% | -11.8% | +26.7% | +21.3% |
| 3M | +37.2% | -22.6% | +59.8% | +50.8% |
| 6M | +254.0% | +77.3% | +176.7% | +174.6% |
| YTD | +306.1% | +78.8% | +227.4% | +208.0% |
| 1Y | +312.3% | +86.1% | +226.2% | +196.5% |
| All | +312.3% | +90.6% | +221.6% | +196.5% |
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 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