+166.6%
DELL vs ALL
+31.1%
+135.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | +0.3% |
| 7D | +17.1% | 0.0% | +17.1% | +17.4% |
| 30D | -35.1% | +12.8% | -47.9% | -30.4% |
| 3M | -23.3% | +4.7% | -28.0% | -20.6% |
| 6M | +55.8% | +24.9% | +30.9% | +73.6% |
| YTD | +198.0% | +30.0% | +168.0% | +230.2% |
| 1Y | +166.6% | +29.9% | +136.6% | +195.1% |
| All | +166.6% | +31.1% | +135.4% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling