+552.2%
DELL vs COMP
-17.6%
+569.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.7% | -7.1% | +2.5% |
| 7D | -22.6% | +13.4% | -36.0% | -23.7% |
| 30D | -43.2% | +11.1% | -54.3% | -43.9% |
| 3M | -24.8% | -18.8% | -6.0% | -23.3% |
| 6M | +38.0% | +10.5% | +27.5% | +35.3% |
| YTD | +163.7% | -3.4% | +167.1% | +159.8% |
| 1Y | +122.5% | +19.7% | +102.9% | +114.2% |
| 3Y | +377.0% | +381.6% | -4.7% | +286.8% |
| All | +552.2% | -17.6% | +569.8% | +524.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling