+2,901.0%
DELL vs BA
+39.8%
+2,861.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.5% |
| 7D | -22.6% | +1.1% | -23.6% | -22.9% |
| 30D | -43.2% | -7.9% | -35.3% | -41.9% |
| 3M | -24.8% | -25.3% | +0.5% | -17.6% |
| 6M | +38.0% | -24.6% | +62.6% | +50.7% |
| YTD | +163.7% | -20.1% | +183.9% | +181.0% |
| 1Y | +122.5% | -11.8% | +134.3% | +129.1% |
| 3Y | +377.0% | -10.1% | +387.1% | +374.3% |
| 5Y | +542.6% | -22.7% | +565.3% | +547.7% |
| 10Y | +2,554.1% | +35.1% | +2,519.1% | +2,341.1% |
| All | +2,901.0% | +39.8% | +2,861.3% | +2,658.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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