+1,099.7%
DELL vs B
+158.0%
+941.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.0% |
| 7D | +14.9% | -1.6% | +16.5% | +15.4% |
| 30D | +13.3% | +9.4% | +3.8% | +10.7% |
| 3M | +24.4% | +5.0% | +19.4% | +22.3% |
| 6M | +258.0% | -3.5% | +261.6% | +256.2% |
| YTD | +320.2% | +4.5% | +315.7% | +311.4% |
| 1Y | +319.1% | +67.8% | +251.3% | +272.2% |
| 3Y | +706.5% | +196.7% | +509.8% | +525.2% |
| All | +1,099.7% | +158.0% | +941.7% | +802.1% |
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