+1,106.2%
DELL vs A
-16.2%
+1,122.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +8.7% | -4.4% | +13.1% | +10.9% |
| 30D | +16.9% | -2.7% | +19.6% | +18.2% |
| 3M | +40.4% | +7.0% | +33.4% | +35.1% |
| 6M | +267.1% | +24.6% | +242.4% | +224.5% |
| YTD | +329.1% | +7.0% | +322.1% | +309.3% |
| 1Y | +346.9% | +15.6% | +331.3% | +309.3% |
| 3Y | +696.6% | +29.9% | +666.7% | +573.9% |
| 5Y | +1,106.2% | -15.4% | +1,121.6% | +977.9% |
| All | +1,106.2% | -16.2% | +1,122.4% | +977.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling