+1,145.9%
DELL vs DOW
-37.7%
+1,183.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.1% | +14.0% | +12.7% |
| 7D | +8.2% | -1.4% | +9.6% | +8.7% |
| 30D | +17.1% | -3.9% | +21.0% | +18.4% |
| 3M | +45.2% | -12.7% | +57.8% | +51.2% |
| 6M | +286.8% | -13.7% | +300.5% | +294.0% |
| YTD | +354.8% | +28.4% | +326.4% | +284.1% |
| 1Y | +358.3% | +21.8% | +336.5% | +292.9% |
| 3Y | +724.9% | -35.7% | +760.6% | +845.8% |
| All | +1,145.9% | -37.7% | +1,183.7% | +1,318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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