+143.3%
DELL vs DT
-5.1%
+148.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.7% |
| 7D | -24.6% | -25.5% | +0.9% | -19.1% |
| 30D | -32.5% | -22.3% | -10.2% | -28.1% |
| 3M | -20.2% | +2.3% | -22.5% | -20.5% |
| 6M | +76.5% | +20.7% | +55.8% | +69.2% |
| YTD | +198.9% | +7.9% | +191.0% | +189.1% |
| 1Y | +143.3% | -5.7% | +149.1% | +150.0% |
| All | +143.3% | -5.1% | +148.5% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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