+388.0%
DELL vs BP
+51.6%
+336.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.1% | -7.4% |
| 7D | +4.9% | +3.8% | +1.1% | +3.7% |
| 30D | -32.1% | -5.3% | -26.8% | -31.0% |
| 3M | -30.2% | +9.3% | -39.5% | -32.5% |
| 6M | +41.7% | +7.2% | +34.5% | +37.3% |
| YTD | +176.6% | +38.0% | +138.5% | +133.7% |
| 1Y | +159.9% | +33.2% | +126.7% | +123.2% |
| 3Y | +388.0% | +50.3% | +337.7% | +290.2% |
| All | +388.0% | +51.6% | +336.4% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 3y: compounded portfolio wealth divided by compounded BP 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…
3y analysis · Full analysis span regression · 6 months rolling