+41.7%
DELL vs FLEX
-47.8%
+89.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.0% | -3.2% | -4.4% |
| 7D | +4.9% | +7.5% | -2.6% | 0.0% |
| 30D | -32.1% | -25.3% | -6.8% | -17.7% |
| 3M | -30.2% | -39.7% | +9.4% | -3.6% |
| 6M | +41.7% | -47.9% | +89.6% | +104.9% |
| All | +41.7% | -47.8% | +89.5% | +104.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling