+636.7%
DELL vs FLR
+52.3%
+584.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -4.6% |
| 7D | -1.9% | -6.9% | +5.0% | +0.5% |
| 30D | +14.9% | +1.1% | +13.8% | +14.2% |
| 3M | +37.2% | +14.3% | +22.9% | +30.3% |
| 6M | +254.0% | +19.1% | +234.9% | +223.7% |
| YTD | +306.1% | +35.1% | +271.0% | +253.1% |
| 1Y | +312.3% | +29.5% | +282.8% | +262.9% |
| All | +636.7% | +52.3% | +584.3% | +514.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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