+1,055.3%
DELL vs IT
-46.1%
+1,101.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.9% | -5.5% |
| 7D | -1.9% | -12.7% | +10.8% | +1.3% |
| 30D | +14.9% | -8.9% | +23.8% | +16.9% |
| 3M | +37.2% | +10.1% | +27.1% | +30.1% |
| 6M | +254.0% | +7.3% | +246.7% | +237.2% |
| YTD | +306.1% | -32.4% | +338.5% | +349.7% |
| 1Y | +312.3% | -26.6% | +338.9% | +337.3% |
| 3Y | +654.0% | -51.8% | +705.9% | +849.6% |
| 5Y | +1,055.3% | -45.6% | +1,100.9% | +1,193.6% |
| All | +1,055.3% | -46.1% | +1,101.4% | +1,193.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling