+694.6%
DELL vs FLEX
+475.0%
+219.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | -0.5% |
| 7D | +25.6% | +7.0% | +18.6% | +21.0% |
| 30D | +17.7% | -5.8% | +23.5% | +21.3% |
| 3M | +33.4% | -24.2% | +57.6% | +52.3% |
| 6M | +266.2% | +90.8% | +175.4% | +134.4% |
| YTD | +328.0% | +89.2% | +238.8% | +170.0% |
| 1Y | +339.6% | +104.7% | +234.9% | +158.8% |
| 3Y | +694.6% | +478.1% | +216.5% | +189.6% |
| All | +694.6% | +475.0% | +219.6% | +189.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling