+2,901.0%
DELL vs M
-10.9%
+2,911.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.6% | +8.3% | +4.5% |
| 7D | -22.6% | -4.3% | -18.3% | -22.1% |
| 30D | -43.2% | +1.3% | -44.4% | -43.5% |
| 3M | -24.8% | -7.4% | -17.5% | -24.1% |
| 6M | +38.0% | +18.3% | +19.7% | +32.9% |
| YTD | +163.7% | +7.6% | +156.2% | +157.3% |
| 1Y | +122.5% | +17.4% | +105.2% | +113.5% |
| 3Y | +377.0% | +108.4% | +268.6% | +301.2% |
| 5Y | +542.6% | -10.6% | +553.2% | +493.2% |
| 10Y | +2,554.1% | -3.2% | +2,557.3% | +1,948.7% |
| All | +2,901.0% | -10.9% | +2,911.9% | +2,284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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