+569.8%
DELL vs BP
+113.6%
+456.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.1% | -7.5% |
| 7D | +4.9% | +3.8% | +1.1% | +3.5% |
| 30D | -32.1% | -5.3% | -26.8% | -30.8% |
| 3M | -30.2% | +9.3% | -39.5% | -32.8% |
| 6M | +41.7% | +7.2% | +34.5% | +36.4% |
| YTD | +176.6% | +38.0% | +138.5% | +136.0% |
| 1Y | +159.9% | +33.2% | +126.7% | +124.9% |
| 3Y | +388.0% | +50.3% | +337.7% | +294.2% |
| All | +569.8% | +113.6% | +456.2% | +356.1% |
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