+159.9%
DELL vs COP
+63.9%
+96.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.6% | -8.8% | -7.0% |
| 7D | +4.9% | +4.4% | +0.5% | +5.2% |
| 30D | -32.1% | 0.0% | -32.0% | -32.0% |
| 3M | -30.2% | +15.0% | -45.3% | -29.1% |
| 6M | +41.7% | +22.0% | +19.7% | +45.0% |
| YTD | +176.6% | +55.3% | +121.2% | +163.0% |
| 1Y | +159.9% | +64.1% | +95.8% | +138.2% |
| All | +159.9% | +63.9% | +96.0% | +138.2% |
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