+4,681.2%
DELL vs IT
+103.9%
+4,577.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +3.0% |
| 7D | +14.9% | -6.0% | +20.9% | +17.2% |
| 30D | +13.3% | 0.0% | +13.3% | +12.6% |
| 3M | +24.4% | +13.1% | +11.3% | +15.7% |
| 6M | +258.0% | +11.7% | +246.3% | +232.1% |
| YTD | +320.2% | -26.1% | +346.3% | +352.1% |
| 1Y | +319.1% | -21.3% | +340.3% | +333.2% |
| 3Y | +706.5% | -46.7% | +753.3% | +863.1% |
| 5Y | +1,071.9% | -40.5% | +1,112.4% | +1,202.0% |
| 10Y | +4,683.5% | +103.9% | +4,579.6% | +2,983.8% |
| All | +4,681.2% | +103.9% | +4,577.4% | +2,979.7% |
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