+4,404.4%
DELL vs USFR
+28.1%
+4,376.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.0% |
| 7D | +8.2% | +0.1% | +8.1% | +8.2% |
| 30D | +17.1% | +0.4% | +16.7% | +17.1% |
| 3M | +45.2% | +1.0% | +44.1% | +45.2% |
| 6M | +286.8% | +2.0% | +284.8% | +287.4% |
| YTD | +354.8% | +2.8% | +352.0% | +356.3% |
| 1Y | +358.3% | +4.1% | +354.2% | +360.8% |
| 3Y | +724.9% | +14.1% | +710.8% | +738.6% |
| 5Y | +1,193.7% | +20.6% | +1,173.1% | +1,239.8% |
| All | +4,404.4% | +28.1% | +4,376.3% | +4,505.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling