+2,954.5%
DELL vs COP
+332.7%
+2,621.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.3% | -3.7% |
| 7D | -18.1% | -6.1% | -12.0% | -16.4% |
| 30D | -42.9% | +1.1% | -44.0% | -43.2% |
| 3M | -26.9% | +10.9% | -37.8% | -29.7% |
| 6M | +28.8% | +20.8% | +8.0% | +19.6% |
| YTD | +168.4% | +48.0% | +120.4% | +131.4% |
| 1Y | +136.8% | +58.5% | +78.3% | +99.1% |
| 3Y | +375.3% | +28.1% | +347.2% | +323.0% |
| 5Y | +551.0% | +120.5% | +430.6% | +368.2% |
| 10Y | +2,566.3% | +310.1% | +2,256.2% | +1,368.8% |
| All | +2,954.5% | +332.7% | +2,621.8% | +1,631.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling