+678.3%
DELL vs DIA
+58.1%
+620.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.4% |
| 7D | +8.7% | -1.2% | +10.0% | +10.9% |
| 30D | +16.9% | -2.7% | +19.6% | +22.2% |
| 3M | +40.4% | +3.3% | +37.2% | +34.1% |
| 6M | +267.1% | +10.4% | +256.6% | +219.0% |
| YTD | +329.1% | +10.0% | +319.1% | +276.2% |
| 1Y | +346.9% | +16.2% | +330.7% | +260.9% |
| All | +678.3% | +58.1% | +620.3% | +361.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 3y: compounded portfolio wealth divided by compounded DIA 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…
3y analysis · Full analysis span regression · 6 months rolling