+1,122.0%
DELL vs COP
+186.3%
+935.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +25.6% | -0.8% | +26.5% | +25.9% |
| 30D | +17.7% | +15.6% | +2.1% | +12.9% |
| 3M | +33.4% | +14.3% | +19.1% | +27.9% |
| 6M | +266.2% | +17.0% | +249.2% | +245.5% |
| YTD | +328.0% | +47.4% | +280.6% | +274.4% |
| 1Y | +339.6% | +52.4% | +287.2% | +278.7% |
| 3Y | +694.6% | +20.8% | +673.8% | +621.0% |
| 5Y | +1,122.0% | +191.7% | +930.3% | +745.7% |
| All | +1,122.0% | +186.3% | +935.7% | +745.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling