+27.3%
BAC vs DELL
+348.5%
-321.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +0.6% | +8.7% | -8.1% | +0.4% |
| 30D | -1.4% | +16.9% | -18.3% | -1.8% |
| 3M | +15.7% | +40.4% | -24.7% | +14.5% |
| 6M | +32.2% | +267.1% | -234.9% | +27.4% |
| YTD | +15.8% | +329.1% | -313.3% | +11.1% |
| 1Y | +27.3% | +346.9% | -319.6% | +27.0% |
| All | +27.3% | +348.5% | -321.2% | +27.0% |
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