+3,290.5%
DELL vs COO
+37.2%
+3,253.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +17.1% | -2.1% | +19.2% | +17.9% |
| 30D | -35.1% | +13.9% | -49.0% | -38.4% |
| 3M | -23.3% | -18.9% | -4.3% | -18.3% |
| 6M | +55.8% | +3.7% | +52.1% | +48.5% |
| YTD | +198.0% | -24.1% | +222.1% | +222.1% |
| 1Y | +166.6% | -14.2% | +180.8% | +173.1% |
| 3Y | +427.6% | -24.5% | +452.1% | +451.1% |
| 5Y | +630.6% | -40.4% | +671.1% | +723.8% |
| 10Y | +2,866.3% | +40.5% | +2,825.8% | +2,193.6% |
| All | +3,290.5% | +37.2% | +3,253.3% | +2,536.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling