+569.8%
DELL vs FLR
+112.0%
+457.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.1% | -6.1% | -6.8% |
| 7D | +4.9% | +5.4% | -0.5% | +3.0% |
| 30D | -32.1% | +2.8% | -34.9% | -32.4% |
| 3M | -30.2% | -6.4% | -23.8% | -28.4% |
| 6M | +41.7% | +8.8% | +32.9% | +37.6% |
| YTD | +176.6% | +23.6% | +153.0% | +152.5% |
| 1Y | +159.9% | +13.8% | +146.1% | +144.1% |
| 3Y | +388.0% | +36.5% | +351.5% | +315.9% |
| All | +569.8% | +112.0% | +457.8% | +403.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling