+143.3%
DELL vs DOC
+21.8%
+121.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -11.9% | -8.8% |
| 7D | -24.6% | +8.7% | -33.3% | -24.7% |
| 30D | -32.5% | +7.6% | -40.1% | -32.5% |
| 3M | -20.2% | -5.3% | -14.9% | -19.4% |
| 6M | +76.5% | +27.6% | +48.9% | +63.1% |
| YTD | +198.9% | +32.4% | +166.5% | +171.1% |
| 1Y | +143.3% | +22.9% | +120.5% | +125.9% |
| All | +143.3% | +21.8% | +121.5% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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