+41.7%
DELL vs A
+54.7%
-13.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.5% | -7.7% | -7.4% |
| 7D | +4.9% | -0.5% | +5.3% | +5.0% |
| 30D | -32.1% | 0.0% | -32.1% | -31.5% |
| 3M | -30.2% | +16.7% | -46.9% | -31.5% |
| 6M | +41.7% | +54.8% | -13.1% | +33.5% |
| All | +41.7% | +54.7% | -13.0% | +33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling