+2,794.9%
DELL vs LIN
+411.5%
+2,383.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.7% | -14.2% | -14.5% |
| 7D | -33.4% | +3.6% | -36.9% | -35.0% |
| 30D | -44.7% | +6.4% | -51.1% | -47.0% |
| 3M | -31.4% | +6.5% | -37.9% | -34.4% |
| 6M | +46.9% | +4.9% | +42.1% | +40.4% |
| YTD | +154.4% | +23.4% | +131.0% | +119.9% |
| 1Y | +110.1% | +26.3% | +83.8% | +78.7% |
| 3Y | +376.4% | +38.0% | +338.4% | +280.3% |
| 5Y | +519.8% | +68.0% | +451.9% | +331.6% |
| 10Y | +2,460.3% | +437.1% | +2,023.1% | +895.5% |
| All | +2,794.9% | +411.5% | +2,383.3% | +1,025.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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