+312.3%
DELL vs COP
+53.9%
+258.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.3% |
| 7D | -1.9% | +1.0% | -2.9% | -1.8% |
| 30D | +14.9% | +9.6% | +5.3% | +15.8% |
| 3M | +37.2% | +15.0% | +22.2% | +39.3% |
| 6M | +254.0% | +21.8% | +232.2% | +250.8% |
| YTD | +306.1% | +49.6% | +256.5% | +295.9% |
| 1Y | +312.3% | +49.9% | +262.4% | +302.1% |
| All | +312.3% | +53.9% | +258.4% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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