+143.3%
DELL vs NEM
+50.9%
+92.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +9.9% | -18.7% | -12.0% |
| 7D | -24.6% | +3.7% | -28.3% | -25.6% |
| 30D | -32.5% | +2.0% | -34.5% | -33.0% |
| 3M | -20.2% | +21.1% | -41.3% | -25.7% |
| 6M | +76.5% | +9.5% | +67.0% | +69.2% |
| YTD | +198.9% | +19.1% | +179.9% | +181.3% |
| 1Y | +143.3% | +51.1% | +92.2% | +109.8% |
| All | +143.3% | +50.9% | +92.4% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling