+143.3%
DELL vs FN
-25.7%
+169.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.0% | -2.9% | -6.9% |
| 7D | -24.6% | -7.0% | -17.6% | -22.8% |
| 30D | -32.5% | -24.7% | -7.8% | -26.7% |
| 3M | -20.2% | -35.7% | +15.5% | -10.7% |
| 6M | +76.5% | -52.4% | +128.9% | +105.9% |
| YTD | +198.9% | -25.0% | +223.9% | +206.4% |
| 1Y | +143.3% | -25.7% | +169.0% | +150.2% |
| All | +143.3% | -25.7% | +169.1% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling