+35.8%
DELL vs B
-9.5%
+45.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.1% | +2.7% | -0.5% |
| 7D | -18.1% | +7.1% | -25.2% | -21.2% |
| 30D | -42.9% | -3.3% | -39.5% | -41.4% |
| 3M | -26.9% | -2.5% | -24.3% | -25.4% |
| All | +35.8% | -9.5% | +45.3% | +60.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling