+318.7%
BAC vs DELL
+3,251.6%
-2,932.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.5% | +17.1% | -15.6% | -2.0% |
| 30D | -6.4% | -35.1% | +28.7% | +1.5% |
| 3M | -21.7% | -23.3% | +1.6% | -18.7% |
| 6M | +0.5% | +55.8% | -55.3% | -14.5% |
| YTD | -6.7% | +198.0% | -204.7% | -34.4% |
| 1Y | -4.7% | +166.6% | -171.2% | -31.2% |
| 3Y | +96.1% | +427.6% | -331.6% | +1.6% |
| 5Y | +21.7% | +630.6% | -608.9% | -46.7% |
| 10Y | +232.0% | +2,866.3% | -2,634.3% | -9.8% |
| All | +318.7% | +3,251.6% | -2,932.8% | +13.7% |
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