+358.3%
DELL vs DT
+6.2%
+352.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +12.1% |
| 7D | +8.2% | -1.6% | +9.8% | +8.5% |
| 30D | +17.1% | +3.0% | +14.0% | +16.0% |
| 3M | +45.2% | +26.5% | +18.7% | +36.0% |
| 6M | +286.8% | +35.9% | +250.8% | +259.9% |
| YTD | +354.8% | +17.8% | +336.9% | +328.9% |
| 1Y | +358.3% | +4.1% | +354.2% | +342.6% |
| All | +358.3% | +6.2% | +352.0% | +342.6% |
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