+159.9%
DELL vs BAX
+38.8%
+121.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.3% | -7.4% | -7.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -32.1% | +4.1% | -36.1% | -32.1% |
| 3M | -30.2% | -4.5% | -25.7% | -29.5% |
| 6M | +41.7% | +49.2% | -7.5% | +29.0% |
| YTD | +176.6% | +35.2% | +141.3% | +161.5% |
| 1Y | +159.9% | +38.3% | +121.7% | +142.9% |
| All | +159.9% | +38.8% | +121.1% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling