+429.3%
DELL vs FLEX
+301.8%
+127.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.8% | +8.0% | +9.5% |
| 7D | +0.4% | +2.2% | -1.9% | -0.6% |
| 30D | -35.1% | -32.6% | -2.5% | -18.7% |
| 3M | -15.1% | -35.5% | +20.3% | +8.8% |
| 6M | +51.7% | -45.6% | +97.3% | +109.3% |
| YTD | +200.0% | +30.7% | +169.3% | +128.2% |
| 1Y | +172.1% | +28.4% | +143.8% | +108.0% |
| All | +429.3% | +301.8% | +127.4% | +98.9% |
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