+556.0%
DELL vs COP
+119.6%
+436.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.3% | -3.7% |
| 7D | -18.1% | -6.1% | -12.0% | -16.7% |
| 30D | -42.9% | +1.1% | -44.0% | -43.1% |
| 3M | -26.9% | +10.9% | -37.8% | -29.3% |
| 6M | +28.8% | +20.8% | +8.0% | +20.6% |
| YTD | +168.4% | +48.0% | +120.4% | +133.5% |
| 1Y | +136.8% | +58.5% | +78.3% | +101.0% |
| 3Y | +375.3% | +28.1% | +347.2% | +323.8% |
| All | +556.0% | +119.6% | +436.4% | +380.6% |
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