-33.7%
BE vs DELL
+41.3%
-75.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.2% | +2.3% | -1.0% |
| 7D | +10.8% | +4.9% | +6.0% | +8.5% |
| 30D | -19.8% | -32.1% | +12.3% | -2.6% |
| 3M | -18.7% | -30.2% | +11.5% | -1.6% |
| 6M | -33.7% | +41.7% | -75.4% | -26.8% |
| All | -33.7% | +41.3% | -75.0% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling