+4,681.2%
DELL vs USFR
+27.6%
+4,653.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +14.9% | +0.1% | +14.8% | +14.9% |
| 30D | +13.3% | +0.3% | +13.0% | +13.4% |
| 3M | +24.4% | +1.0% | +23.4% | +24.7% |
| 6M | +258.0% | +1.9% | +256.1% | +260.1% |
| YTD | +320.2% | +2.6% | +317.6% | +323.8% |
| 1Y | +319.1% | +4.0% | +315.1% | +324.9% |
| 3Y | +706.5% | +14.1% | +692.4% | +743.7% |
| 5Y | +1,071.9% | +20.4% | +1,051.5% | +1,163.7% |
| 10Y | +4,683.5% | +28.0% | +4,655.5% | +5,315.5% |
| All | +4,681.2% | +27.6% | +4,653.7% | +5,172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling