+698.2%
DELL vs DOCN
+70.4%
+627.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -15.9% | +1.0% | -11.2% |
| 7D | -33.4% | -29.3% | -4.1% | -27.5% |
| 30D | -44.7% | -46.0% | +1.3% | -36.1% |
| 3M | -31.4% | -43.2% | +11.8% | -22.2% |
| 6M | +46.9% | -53.7% | +100.7% | +74.1% |
| YTD | +154.4% | +46.9% | +107.5% | +137.7% |
| 1Y | +110.1% | +54.3% | +55.8% | +94.3% |
| 3Y | +376.4% | +185.5% | +190.8% | +288.5% |
| 5Y | +519.8% | -31.1% | +550.9% | +441.2% |
| All | +698.2% | +70.4% | +627.9% | +582.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 all: compounded portfolio wealth divided by compounded DOCN 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…
all analysis · Full analysis span regression · 6 months rolling