+3,063.4%
DELL vs CAPR
-73.7%
+3,137.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.4% | -4.0% | +5.2% |
| 7D | -11.8% | +36.0% | -47.9% | -12.3% |
| 30D | -40.8% | +25.8% | -66.6% | -41.1% |
| 3M | -23.6% | +140.8% | -164.4% | -25.2% |
| 6M | +33.4% | -67.6% | +100.9% | +34.3% |
| YTD | +178.0% | -65.9% | +243.9% | +179.2% |
| 1Y | +138.6% | +66.1% | +72.5% | +121.8% |
| 3Y | +400.9% | +256.9% | +144.0% | +336.7% |
| 5Y | +580.7% | +172.1% | +408.6% | +487.9% |
| 10Y | +2,655.3% | -64.7% | +2,720.0% | +2,101.5% |
| All | +3,063.4% | -73.7% | +3,137.2% | +2,469.5% |
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 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