+136.8%
DELL vs D
+16.4%
+120.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.3% |
| 7D | -18.1% | +2.4% | -20.5% | -16.9% |
| 30D | -42.9% | +10.9% | -53.8% | -40.0% |
| 3M | -26.9% | +2.8% | -29.7% | -25.0% |
| 6M | +28.8% | +12.7% | +16.1% | +34.1% |
| YTD | +168.4% | +20.3% | +148.1% | +181.2% |
| 1Y | +136.8% | +17.1% | +119.7% | +150.0% |
| All | +136.8% | +16.4% | +120.4% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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