+2,886.3%
DELL vs COO
+40.2%
+2,846.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +12.1% |
| 7D | +0.4% | -2.3% | +2.7% | +1.2% |
| 30D | -35.1% | +13.3% | -48.4% | -38.3% |
| 3M | -15.1% | -18.1% | +2.9% | -10.0% |
| 6M | +51.7% | +6.7% | +45.0% | +43.1% |
| YTD | +200.0% | -23.2% | +223.2% | +223.0% |
| 1Y | +172.1% | -12.3% | +184.4% | +176.5% |
| 3Y | +431.2% | -23.6% | +454.8% | +452.7% |
| 5Y | +633.1% | -38.7% | +671.8% | +717.1% |
| 10Y | +2,886.3% | +42.2% | +2,844.1% | +2,236.7% |
| All | +2,886.3% | +40.2% | +2,846.2% | +2,236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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