+319.1%
DELL vs DT
+4.0%
+315.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +14.9% | -3.3% | +18.2% | +15.6% |
| 30D | +13.3% | +2.0% | +11.2% | +12.7% |
| 3M | +24.4% | +20.0% | +4.4% | +19.2% |
| 6M | +258.0% | +39.3% | +218.7% | +233.8% |
| YTD | +320.2% | +19.8% | +300.4% | +293.8% |
| 1Y | +319.1% | +4.3% | +314.8% | +293.7% |
| All | +319.1% | +4.0% | +315.0% | +293.7% |
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