+122.5%
DELL vs COMP
+16.2%
+106.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.7% | -7.1% | +1.9% |
| 7D | -22.6% | +13.4% | -36.0% | -24.1% |
| 30D | -43.2% | +11.1% | -54.3% | -44.1% |
| 3M | -24.8% | -18.8% | -6.0% | -22.7% |
| 6M | +38.0% | +10.5% | +27.5% | +34.3% |
| YTD | +163.7% | -3.4% | +167.1% | +155.0% |
| 1Y | +122.5% | +19.7% | +102.9% | +104.6% |
| All | +122.5% | +16.2% | +106.4% | +104.6% |
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