+143.3%
DELL vs IT
-17.9%
+161.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.3% | -8.8% |
| 7D | -24.6% | -5.5% | -19.1% | -24.8% |
| 30D | -32.5% | +10.3% | -42.8% | -32.9% |
| 3M | -20.2% | +11.5% | -31.7% | -20.9% |
| 6M | +76.5% | +40.3% | +36.2% | +75.3% |
| YTD | +198.9% | -17.9% | +216.8% | +204.8% |
| 1Y | +143.3% | -8.8% | +152.1% | +145.2% |
| All | +143.3% | -17.9% | +161.2% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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