+63.9%
CSCO vs DELL
+328.0%
-264.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -0.7% | +14.9% | -15.5% | -2.9% |
| 30D | -10.1% | +13.3% | -23.4% | -12.1% |
| 3M | -15.7% | +24.4% | -40.1% | -19.1% |
| 6M | +36.3% | +258.0% | -221.7% | +6.4% |
| YTD | +43.8% | +320.2% | -276.4% | +8.4% |
| 1Y | +63.9% | +319.1% | -255.1% | +21.8% |
| All | +63.9% | +328.0% | -264.0% | +21.8% |
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 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