+4,770.1%
DELL vs FLR
+19.2%
+4,750.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | +25.6% | +0.7% | +25.0% | +25.5% |
| 30D | +17.7% | -0.7% | +18.3% | +17.5% |
| 3M | +33.4% | +14.3% | +19.1% | +29.0% |
| 6M | +266.2% | +25.6% | +240.6% | +242.5% |
| YTD | +328.0% | +42.9% | +285.1% | +288.1% |
| 1Y | +339.6% | +38.7% | +300.8% | +300.7% |
| 3Y | +694.6% | +61.8% | +632.8% | +586.0% |
| 5Y | +1,122.0% | +254.1% | +867.9% | +781.5% |
| 10Y | +4,062.5% | +20.0% | +4,042.4% | +2,880.8% |
| All | +4,770.1% | +19.2% | +4,750.9% | +3,403.4% |
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 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