+2,566.3%
DELL vs CAPR
-68.2%
+2,634.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.9% | +6.5% | -3.3% |
| 7D | -18.1% | +7.6% | -25.8% | -18.2% |
| 30D | -42.9% | +13.3% | -56.1% | -43.0% |
| 3M | -26.9% | +130.4% | -157.3% | -28.3% |
| 6M | +28.8% | -70.8% | +99.6% | +29.9% |
| YTD | +168.4% | -69.3% | +237.7% | +170.1% |
| 1Y | +136.8% | +59.5% | +77.3% | +120.1% |
| 3Y | +375.3% | +216.8% | +158.6% | +315.6% |
| 5Y | +551.0% | +152.7% | +398.3% | +463.1% |
| 10Y | +2,566.3% | -68.2% | +2,634.5% | +2,042.5% |
| All | +2,566.3% | -68.2% | +2,634.5% | +2,042.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling