+4,681.2%
DELL vs CAPR
-74.9%
+4,756.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +14.9% | -2.0% | +16.9% | +14.9% |
| 30D | +13.3% | +139.2% | -125.9% | +11.1% |
| 3M | +24.4% | -66.4% | +90.8% | +25.4% |
| 6M | +258.0% | -63.1% | +321.1% | +259.8% |
| YTD | +320.2% | -67.4% | +387.6% | +323.0% |
| 1Y | +319.1% | +58.2% | +260.8% | +289.7% |
| 3Y | +706.5% | +42.2% | +664.3% | +622.6% |
| 5Y | +1,071.9% | +87.3% | +984.7% | +923.5% |
| 10Y | +4,683.5% | -75.3% | +4,758.7% | +3,811.2% |
| All | +4,681.2% | -74.9% | +4,756.2% | +3,792.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling