+419.6%
BAC vs DELL
+4,626.3%
-4,206.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +1.1% | +14.9% | -13.8% | -2.2% |
| 30D | -0.4% | +13.3% | -13.7% | -3.6% |
| 3M | +16.9% | +24.4% | -7.5% | +9.4% |
| 6M | +26.6% | +258.0% | -231.4% | -11.3% |
| YTD | +15.8% | +320.2% | -304.4% | -23.3% |
| 1Y | +27.2% | +319.1% | -291.9% | -16.6% |
| 3Y | +132.4% | +706.5% | -574.1% | +9.9% |
| 5Y | +72.6% | +1,071.9% | -999.3% | -32.3% |
| 10Y | +389.7% | +4,683.5% | -4,293.7% | +25.4% |
| All | +419.6% | +4,626.3% | -4,206.7% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling