+2,954.5%
DELL vs ALL
+374.1%
+2,580.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -4.3% |
| 7D | -18.1% | -0.1% | -18.0% | -18.3% |
| 30D | -42.9% | +13.8% | -56.7% | -45.6% |
| 3M | -26.9% | -2.8% | -24.1% | -26.7% |
| 6M | +28.8% | +23.7% | +5.1% | +16.4% |
| YTD | +168.4% | +27.3% | +141.2% | +138.1% |
| 1Y | +136.8% | +30.5% | +106.3% | +107.7% |
| 3Y | +375.3% | +113.0% | +262.3% | +218.5% |
| 5Y | +551.0% | +157.6% | +393.4% | +279.0% |
| 10Y | +2,566.3% | +368.4% | +2,197.9% | +1,134.5% |
| All | +2,954.5% | +374.1% | +2,580.4% | +1,320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling