+136.8%
DELL vs FN
-24.2%
+161.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.3% | -1.8% |
| 7D | -18.1% | -4.1% | -14.0% | -16.9% |
| 30D | -42.9% | -28.3% | -14.5% | -37.0% |
| 3M | -26.9% | -33.9% | +7.0% | -18.5% |
| 6M | +28.8% | -43.9% | +72.7% | +44.8% |
| YTD | +168.4% | -23.4% | +191.9% | +172.4% |
| 1Y | +136.8% | -25.4% | +162.2% | +142.7% |
| All | +136.8% | -24.2% | +161.0% | +142.7% |
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