-15.1%
DELL vs A
+20.0%
-35.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.3% | +12.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.7% |
| 30D | -35.1% | +3.3% | -38.4% | -34.9% |
| 3M | -15.1% | +18.5% | -33.7% | -22.4% |
| All | -15.1% | +20.0% | -35.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3mo: compounded portfolio wealth divided by compounded A 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…
3mo analysis · Full analysis span regression · Available span rolling