+319.1%
DELL vs COMP
+22.2%
+296.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +14.9% | +1.4% | +13.5% | +14.7% |
| 30D | +13.3% | -13.3% | +26.6% | +14.6% |
| 3M | +24.4% | +41.1% | -16.7% | +18.8% |
| 6M | +258.0% | +17.2% | +240.8% | +236.6% |
| YTD | +320.2% | +5.2% | +315.0% | +302.1% |
| 1Y | +319.1% | +18.9% | +300.1% | +314.0% |
| All | +319.1% | +22.2% | +296.9% | +314.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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