+4,177.7%
DELL vs COO
+36.7%
+4,141.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.5% | +2.5% |
| 7D | +8.7% | -9.0% | +17.7% | +12.3% |
| 30D | +16.9% | -16.8% | +33.7% | +24.6% |
| 3M | +40.4% | -7.5% | +47.9% | +42.6% |
| 6M | +267.1% | -16.3% | +283.3% | +285.4% |
| YTD | +329.1% | -22.5% | +351.6% | +365.3% |
| 1Y | +346.9% | -7.0% | +353.9% | +345.6% |
| 3Y | +696.6% | -27.5% | +724.1% | +756.0% |
| 5Y | +1,106.2% | -43.3% | +1,149.5% | +1,304.0% |
| 10Y | +4,177.7% | +37.6% | +4,140.2% | +3,291.2% |
| All | +4,177.7% | +36.7% | +4,141.0% | +3,291.2% |
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