+375.3%
DELL vs COO
-22.2%
+397.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.9% | -3.4% |
| 7D | -18.1% | +4.5% | -22.6% | -18.6% |
| 30D | -42.9% | +16.9% | -59.8% | -44.5% |
| 3M | -26.9% | -16.7% | -10.2% | -24.1% |
| 6M | +28.8% | +5.9% | +22.8% | +24.1% |
| YTD | +168.4% | -22.4% | +190.9% | +187.5% |
| 1Y | +136.8% | -10.1% | +146.9% | +140.4% |
| 3Y | +375.3% | -22.8% | +398.1% | +419.0% |
| All | +375.3% | -22.2% | +397.5% | +419.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling