+45.9%
CSCO vs DELL
+142.0%
-96.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.8% | +9.4% | +2.1% |
| 7D | -6.1% | -24.6% | +18.5% | -1.5% |
| 30D | -8.2% | -32.5% | +24.3% | -2.2% |
| 3M | -14.6% | -20.2% | +5.6% | -11.7% |
| 6M | +12.7% | +76.5% | -63.8% | +0.1% |
| YTD | +37.0% | +198.9% | -161.9% | +8.7% |
| 1Y | +45.9% | +143.3% | -97.4% | +16.3% |
| All | +45.9% | +142.0% | -96.1% | +16.3% |
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 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