+143.3%
DELL vs CAPR
+47.4%
+95.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +8.3% | -17.1% | -8.8% |
| 7D | -24.6% | +43.2% | -67.8% | -24.4% |
| 30D | -32.5% | +14.7% | -47.1% | -32.4% |
| 3M | -20.2% | +113.9% | -134.1% | -19.8% |
| 6M | +76.5% | -73.4% | +149.8% | +76.3% |
| YTD | +198.9% | -69.1% | +268.0% | +198.9% |
| 1Y | +143.3% | +47.2% | +96.1% | +146.4% |
| All | +143.3% | +47.4% | +95.9% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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