+1,103.1%
DELL vs BP
+137.4%
+965.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +1.0% |
| 7D | +25.6% | +0.9% | +24.7% | +25.1% |
| 30D | +17.7% | +9.1% | +8.5% | +13.5% |
| 3M | +33.4% | +3.9% | +29.5% | +30.5% |
| 6M | +266.2% | +13.6% | +252.6% | +240.7% |
| YTD | +328.0% | +34.0% | +294.0% | +269.8% |
| 1Y | +339.6% | +39.2% | +300.4% | +271.7% |
| 3Y | +694.6% | +36.4% | +658.2% | +566.5% |
| All | +1,103.1% | +137.4% | +965.7% | +679.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling