+1,201.7%
DELL vs COMP
-49.4%
+1,251.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.2% |
| 7D | +25.6% | +4.1% | +21.6% | +25.1% |
| 30D | +17.7% | -14.5% | +32.2% | +19.5% |
| 3M | +33.4% | +41.8% | -8.4% | +27.9% |
| 6M | +266.2% | +23.6% | +242.6% | +253.7% |
| YTD | +328.0% | +1.7% | +326.3% | +320.2% |
| 1Y | +339.6% | +12.6% | +327.0% | +325.3% |
| 3Y | +694.6% | +221.9% | +472.7% | +575.0% |
| 5Y | +1,122.0% | -28.1% | +1,150.1% | +1,003.7% |
| All | +1,201.7% | -49.4% | +1,251.1% | +1,080.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling