+4,681.2%
DELL vs B
+160.6%
+4,520.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +14.9% | -1.6% | +16.5% | +15.2% |
| 30D | +13.3% | +9.4% | +3.8% | +11.6% |
| 3M | +24.4% | +5.0% | +19.4% | +23.1% |
| 6M | +258.0% | -3.5% | +261.6% | +257.2% |
| YTD | +320.2% | +4.5% | +315.7% | +315.0% |
| 1Y | +319.1% | +67.8% | +251.3% | +289.5% |
| 3Y | +706.5% | +196.7% | +509.8% | +593.5% |
| 5Y | +1,071.9% | +151.9% | +920.0% | +907.8% |
| 10Y | +4,683.5% | +202.2% | +4,481.3% | +4,135.6% |
| All | +4,681.2% | +160.6% | +4,520.7% | +4,190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling