+3,047.2%
DELL vs FLR
+3.1%
+3,044.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.1% | -6.1% | -6.9% |
| 7D | +4.9% | +5.4% | -0.5% | +3.6% |
| 30D | -32.1% | +2.8% | -34.9% | -32.3% |
| 3M | -30.2% | -6.4% | -23.8% | -28.9% |
| 6M | +41.7% | +8.8% | +32.9% | +39.0% |
| YTD | +176.6% | +23.6% | +153.0% | +160.6% |
| 1Y | +159.9% | +13.8% | +146.1% | +149.7% |
| 3Y | +388.0% | +36.5% | +351.5% | +341.0% |
| 5Y | +578.2% | +119.3% | +458.9% | +444.6% |
| 10Y | +2,653.4% | +8.0% | +2,645.4% | +1,916.2% |
| All | +3,047.2% | +3.1% | +3,044.1% | +2,252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling