-1.5%
BAC vs DELL
+142.0%
-143.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.8% | +12.8% | +4.3% |
| 7D | +1.5% | -24.6% | +26.1% | +2.8% |
| 30D | -4.4% | -32.5% | +28.1% | -2.7% |
| 3M | -17.5% | -20.2% | +2.7% | -16.5% |
| 6M | -0.1% | +76.5% | -76.5% | -1.6% |
| YTD | -4.6% | +198.9% | -203.5% | -7.6% |
| 1Y | -1.5% | +143.3% | -144.8% | -1.5% |
| All | -1.5% | +142.0% | -143.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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