+172.1%
DELL vs B
+13.3%
+158.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.6% | +13.3% | +12.4% |
| 7D | +0.4% | -2.7% | +3.0% | +1.4% |
| 30D | -35.1% | -4.3% | -30.8% | -33.9% |
| 3M | -15.1% | -2.3% | -12.9% | -14.3% |
| 6M | +51.7% | -16.2% | +67.9% | +59.5% |
| YTD | +200.0% | -8.8% | +208.8% | +201.5% |
| 1Y | +172.1% | +11.4% | +160.8% | +145.9% |
| All | +172.1% | +13.3% | +158.8% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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