+358.3%
DELL vs USFR
+4.1%
+354.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +11.8% |
| 7D | +8.2% | +0.1% | +8.1% | +8.5% |
| 30D | +17.1% | +0.4% | +16.7% | +18.4% |
| 3M | +45.2% | +1.0% | +44.1% | +50.2% |
| 6M | +286.8% | +2.0% | +284.8% | +318.5% |
| YTD | +354.8% | +2.8% | +352.0% | +430.6% |
| 1Y | +358.3% | +4.1% | +354.2% | +600.5% |
| All | +358.3% | +4.1% | +354.2% | +600.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling