+358.3%
DELL vs DD
+34.9%
+323.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.2% | +12.1% |
| 7D | +8.2% | -3.5% | +11.7% | +10.5% |
| 30D | +17.1% | -11.7% | +28.7% | +26.1% |
| 3M | +45.2% | -9.2% | +54.4% | +53.4% |
| 6M | +286.8% | -7.2% | +294.0% | +306.1% |
| YTD | +354.8% | +6.6% | +348.2% | +361.8% |
| 1Y | +358.3% | +32.0% | +326.3% | +355.7% |
| All | +358.3% | +34.9% | +323.4% | +355.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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