-3.5%
BAC vs DELL
+169.2%
-172.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.8% | -11.8% | -0.6% |
| 7D | -1.9% | +0.4% | -2.2% | -2.0% |
| 30D | -7.2% | -35.1% | +28.0% | -5.4% |
| 3M | -20.4% | -15.1% | -5.3% | -19.7% |
| 6M | +1.3% | +51.7% | -50.5% | 0.0% |
| YTD | -6.4% | +200.0% | -206.4% | -9.7% |
| 1Y | -3.5% | +172.1% | -175.6% | -5.8% |
| All | -3.5% | +169.2% | -172.7% | -5.8% |
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