+172.1%
DELL vs COO
-11.7%
+183.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +11.5% |
| 7D | +0.4% | -2.3% | +2.7% | -0.2% |
| 30D | -35.1% | +13.3% | -48.4% | -33.3% |
| 3M | -15.1% | -18.1% | +2.9% | -16.9% |
| 6M | +51.7% | +6.7% | +45.0% | +49.0% |
| YTD | +200.0% | -23.2% | +223.2% | +233.1% |
| 1Y | +172.1% | -12.3% | +184.4% | +187.4% |
| All | +172.1% | -11.7% | +183.8% | +187.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling