+72.9%
BAC vs DELL
+1,109.8%
-1,036.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.7% |
| 7D | +1.2% | +25.6% | -24.5% | -2.1% |
| 30D | -0.7% | +17.7% | -18.4% | -3.3% |
| 3M | +16.9% | +33.4% | -16.5% | +11.0% |
| 6M | +29.6% | +266.2% | -236.6% | +2.0% |
| YTD | +15.3% | +328.0% | -312.7% | -12.6% |
| 1Y | +28.8% | +339.6% | -310.7% | -3.7% |
| 3Y | +136.4% | +694.6% | -558.2% | +37.6% |
| 5Y | +72.9% | +1,122.0% | -1,049.1% | -22.3% |
| All | +72.9% | +1,109.8% | -1,036.8% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling