+3,047.2%
DELL vs IT
+110.2%
+2,937.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.7% | -7.9% | -7.4% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | -32.1% | -1.8% | -30.2% | -32.7% |
| 3M | -30.2% | +4.8% | -35.1% | -33.1% |
| 6M | +41.7% | +33.0% | +8.7% | +21.4% |
| YTD | +176.6% | -23.8% | +200.4% | +188.1% |
| 1Y | +159.9% | -16.5% | +176.5% | +160.2% |
| 3Y | +388.0% | -53.6% | +441.6% | +512.5% |
| 5Y | +578.2% | -42.1% | +620.3% | +651.2% |
| 10Y | +2,653.4% | +90.1% | +2,563.3% | +1,601.9% |
| All | +3,047.2% | +110.2% | +2,937.0% | +1,862.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling