+1,085.7%
DELL vs DOC
-24.5%
+1,110.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | +14.9% | -1.5% | +16.4% | +15.4% |
| 30D | +13.3% | -4.8% | +18.0% | +14.8% |
| 3M | +24.4% | +6.9% | +17.5% | +21.3% |
| 6M | +258.0% | +20.7% | +237.3% | +233.0% |
| YTD | +320.2% | +34.1% | +286.0% | +277.8% |
| 1Y | +319.1% | +22.6% | +296.4% | +286.5% |
| 3Y | +706.5% | +20.8% | +685.7% | +641.0% |
| All | +1,085.7% | -24.5% | +1,110.2% | +1,235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling