+145.3%
DELL vs FN
-20.4%
+165.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.9% | -6.5% | +1.3% |
| 7D | -11.8% | +16.3% | -28.1% | -16.2% |
| 30D | -40.8% | -24.7% | -16.1% | -35.9% |
| 3M | -23.6% | -34.9% | +11.4% | -15.0% |
| 6M | +33.4% | -41.1% | +74.5% | +47.4% |
| YTD | +178.0% | -19.6% | +197.6% | +177.4% |
| All | +145.3% | -20.4% | +165.7% | +147.0% |
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