+346.9%
DELL vs IR
-8.0%
+354.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.2% |
| 7D | +8.7% | -1.9% | +10.6% | +9.7% |
| 30D | +16.9% | -15.0% | +31.9% | +25.9% |
| 3M | +40.4% | -0.4% | +40.9% | +39.7% |
| 6M | +267.1% | -15.0% | +282.1% | +292.0% |
| YTD | +329.1% | -7.1% | +336.1% | +345.9% |
| 1Y | +346.9% | -7.5% | +354.5% | +368.6% |
| All | +346.9% | -8.0% | +354.9% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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