+580.7%
DELL vs B
+147.6%
+433.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.2% | +4.4% |
| 7D | -11.8% | +11.3% | -23.2% | -14.4% |
| 30D | -40.8% | +2.9% | -43.8% | -41.3% |
| 3M | -23.6% | -2.9% | -20.7% | -23.2% |
| 6M | +33.4% | -1.2% | +34.6% | +32.7% |
| YTD | +178.0% | -1.3% | +179.3% | +175.8% |
| 1Y | +138.6% | +30.4% | +108.1% | +123.8% |
| 3Y | +400.9% | +195.3% | +205.6% | +288.2% |
| 5Y | +580.7% | +146.2% | +434.5% | +425.5% |
| All | +580.7% | +147.6% | +433.1% | +425.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling