+2,662.4%
DELL vs COO
+41.1%
+2,621.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.7% | -7.9% | -7.4% |
| 7D | +4.9% | +0.5% | +4.4% | +4.7% |
| 30D | -32.1% | +14.2% | -46.2% | -35.5% |
| 3M | -30.2% | -18.2% | -12.0% | -26.0% |
| 6M | +41.7% | +5.3% | +36.4% | +34.3% |
| YTD | +176.6% | -23.6% | +200.1% | +198.2% |
| 1Y | +159.9% | -12.7% | +172.6% | +164.4% |
| 3Y | +388.0% | -24.2% | +412.2% | +409.2% |
| 5Y | +578.2% | -40.0% | +618.2% | +662.7% |
| All | +2,662.4% | +41.1% | +2,621.3% | +1,998.7% |
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