+108.5%
CSCO vs DELL
+707.5%
-599.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -0.5% | +25.6% | -26.1% | -3.9% |
| 30D | -10.1% | +17.7% | -27.8% | -12.5% |
| 3M | -11.7% | +33.4% | -45.2% | -16.0% |
| 6M | +40.1% | +266.2% | -226.1% | +12.9% |
| YTD | +43.8% | +328.0% | -284.2% | +12.8% |
| 1Y | +66.6% | +339.6% | -273.0% | +29.7% |
| 3Y | +108.5% | +694.6% | -586.1% | +41.6% |
| All | +108.5% | +707.5% | -599.0% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling