+3,065.4%
DELL vs IR
+288.5%
+2,776.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.9% |
| 7D | +14.9% | -2.8% | +17.7% | +16.6% |
| 30D | +13.3% | -15.1% | +28.4% | +22.7% |
| 3M | +24.4% | +6.1% | +18.3% | +20.1% |
| 6M | +258.0% | -16.8% | +274.8% | +287.6% |
| YTD | +320.2% | -3.5% | +323.7% | +322.8% |
| 1Y | +319.1% | -3.5% | +322.5% | +320.3% |
| 3Y | +706.5% | +9.5% | +697.1% | +664.6% |
| 5Y | +1,071.9% | +45.1% | +1,026.8% | +873.8% |
| All | +3,065.4% | +288.5% | +2,776.9% | +1,869.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling