+358.3%
DELL vs IT
-23.2%
+381.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.3% | +6.7% | +11.7% |
| 7D | +8.2% | -3.7% | +11.9% | +8.3% |
| 30D | +17.1% | +0.1% | +17.0% | +16.9% |
| 3M | +45.2% | +20.7% | +24.5% | +43.7% |
| 6M | +286.8% | +12.0% | +274.8% | +289.4% |
| YTD | +354.8% | -28.8% | +383.6% | +362.5% |
| 1Y | +358.3% | -25.5% | +383.8% | +371.1% |
| All | +358.3% | -23.2% | +381.5% | +371.1% |
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