+55.8%
DELL vs DT
+12.3%
+43.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +17.1% | +2.7% | +14.4% | +16.0% |
| 30D | -35.1% | -30.4% | -4.7% | -26.7% |
| 3M | -23.3% | -9.4% | -13.9% | -19.8% |
| 6M | +55.8% | +14.5% | +41.3% | +41.6% |
| All | +55.8% | +12.3% | +43.6% | +41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling