+113.4%
CSCO vs DELL
+1,035.2%
-921.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -0.9% |
| 7D | -1.1% | -1.9% | +0.8% | -0.8% |
| 30D | -10.8% | +14.9% | -25.7% | -13.4% |
| 3M | -9.2% | +37.2% | -46.4% | -15.2% |
| 6M | +39.5% | +254.0% | -214.4% | +6.5% |
| YTD | +41.5% | +306.1% | -264.6% | +4.6% |
| 1Y | +61.0% | +312.3% | -251.3% | +17.8% |
| 3Y | +105.2% | +654.0% | -548.8% | +19.4% |
| 5Y | +113.4% | +1,055.3% | -941.9% | +0.1% |
| All | +113.4% | +1,035.2% | -921.7% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling