+143.3%
DELL vs BLK
+17.9%
+125.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.4% | -14.3% | -10.1% |
| 7D | -24.6% | +5.7% | -30.3% | -25.6% |
| 30D | -32.5% | +14.8% | -47.3% | -35.1% |
| 3M | -20.2% | +8.8% | -29.0% | -21.9% |
| 6M | +76.5% | +17.6% | +58.9% | +69.4% |
| YTD | +198.9% | +16.3% | +182.7% | +189.8% |
| 1Y | +143.3% | +18.0% | +125.3% | +132.3% |
| All | +143.3% | +17.9% | +125.5% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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