+678.3%
DELL vs IT
-52.2%
+730.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.5% |
| 7D | +8.7% | -9.1% | +17.9% | +10.3% |
| 30D | +16.9% | -12.2% | +29.1% | +19.0% |
| 3M | +40.4% | +7.8% | +32.6% | +36.8% |
| 6M | +267.1% | +2.0% | +265.1% | +262.2% |
| YTD | +329.1% | -32.7% | +361.8% | +366.8% |
| 1Y | +346.9% | -31.1% | +378.0% | +378.8% |
| All | +678.3% | -52.2% | +730.5% | +978.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling