+1,122.0%
DELL vs COO
-39.5%
+1,161.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.7% |
| 7D | +25.6% | -2.3% | +27.9% | +26.5% |
| 30D | +17.7% | -8.8% | +26.5% | +20.7% |
| 3M | +33.4% | +1.3% | +32.1% | +31.2% |
| 6M | +266.2% | -11.6% | +277.8% | +277.5% |
| YTD | +328.0% | -17.4% | +345.4% | +353.1% |
| 1Y | +339.6% | -1.6% | +341.2% | +331.5% |
| 3Y | +694.6% | -22.6% | +717.2% | +736.6% |
| 5Y | +1,122.0% | -40.3% | +1,162.3% | +1,200.9% |
| All | +1,122.0% | -39.5% | +1,161.5% | +1,200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling