+1,145.9%
DELL vs BG
+81.8%
+1,064.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.7% | +13.7% | +12.4% |
| 7D | +8.2% | +3.1% | +5.1% | +7.4% |
| 30D | +17.1% | +10.2% | +6.9% | +14.3% |
| 3M | +45.2% | -1.7% | +46.8% | +45.3% |
| 6M | +286.8% | +1.0% | +285.8% | +284.3% |
| YTD | +354.8% | +39.9% | +314.9% | +320.7% |
| 1Y | +358.3% | +53.2% | +305.0% | +313.8% |
| 3Y | +724.9% | +16.3% | +708.6% | +680.1% |
| All | +1,145.9% | +81.8% | +1,064.1% | +862.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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