+1,145.9%
DELL vs BLK
+32.0%
+1,113.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.0% |
| 7D | +8.2% | -3.3% | +11.5% | +10.5% |
| 30D | +17.1% | -6.5% | +23.6% | +21.9% |
| 3M | +45.2% | +6.7% | +38.4% | +38.0% |
| 6M | +286.8% | +14.7% | +272.0% | +249.6% |
| YTD | +354.8% | +2.5% | +352.3% | +340.2% |
| 1Y | +358.3% | -2.8% | +361.0% | +357.4% |
| 3Y | +724.9% | +65.9% | +659.0% | +482.9% |
| All | +1,145.9% | +32.0% | +1,113.9% | +829.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling