+358.3%
DELL vs NEM
+64.8%
+293.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.4% | +11.8% |
| 7D | +8.2% | -1.0% | +9.2% | +8.6% |
| 30D | +17.1% | +7.8% | +9.3% | +14.5% |
| 3M | +45.2% | +30.2% | +14.9% | +33.1% |
| 6M | +286.8% | +9.6% | +277.2% | +269.0% |
| YTD | +354.8% | +27.8% | +327.0% | +329.4% |
| 1Y | +358.3% | +60.7% | +297.6% | +291.5% |
| All | +358.3% | +64.8% | +293.4% | +291.5% |
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