+633.1%
DELL vs A
+14.4%
+618.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.5% | +12.3% | +12.0% |
| 7D | +0.4% | -0.1% | +0.5% | +0.7% |
| 30D | -35.1% | +3.3% | -38.4% | -35.8% |
| 3M | -15.1% | +18.5% | -33.7% | -21.7% |
| 6M | +51.7% | +59.3% | -7.6% | +19.7% |
| YTD | +200.0% | +31.0% | +169.0% | +160.2% |
| 1Y | +172.1% | +19.3% | +152.8% | +147.9% |
| 3Y | +431.2% | +66.8% | +364.4% | +298.5% |
| 5Y | +633.1% | +15.5% | +617.6% | +514.2% |
| All | +633.1% | +14.4% | +618.7% | +514.2% |
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