+392.9%
BAC vs DELL
+4,530.0%
-4,137.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.0% | -11.8% | -2.3% |
| 7D | 0.0% | +8.2% | -8.2% | -1.9% |
| 30D | -2.8% | +17.1% | -19.9% | -6.6% |
| 3M | +14.2% | +45.2% | -30.9% | +3.2% |
| 6M | +30.5% | +286.8% | -256.2% | -10.4% |
| YTD | +15.8% | +354.8% | -339.0% | -24.9% |
| 1Y | +26.2% | +358.3% | -332.1% | -19.3% |
| 3Y | +136.5% | +724.9% | -588.4% | +11.4% |
| 5Y | +75.9% | +1,193.7% | -1,117.7% | -33.5% |
| All | +392.9% | +4,530.0% | -4,137.1% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling