+3,047.2%
DELL vs FLEX
+670.1%
+2,377.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.0% | -3.2% | -5.3% |
| 7D | +4.9% | +7.5% | -2.6% | +1.4% |
| 30D | -32.1% | -25.3% | -6.8% | -22.0% |
| 3M | -30.2% | -39.7% | +9.4% | -11.5% |
| 6M | +41.7% | -47.9% | +89.6% | +89.8% |
| YTD | +176.6% | +24.1% | +152.5% | +140.2% |
| 1Y | +159.9% | +26.0% | +134.0% | +123.4% |
| 3Y | +388.0% | +282.7% | +105.3% | +160.1% |
| 5Y | +578.2% | +424.2% | +154.0% | +212.5% |
| 10Y | +2,653.4% | +613.8% | +2,039.6% | +859.5% |
| All | +3,047.2% | +670.1% | +2,377.1% | +1,001.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling