+5,074.9%
DELL vs NTRS
+266.5%
+4,808.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.4% |
| 7D | +8.2% | +1.4% | +6.9% | +7.5% |
| 30D | +17.1% | -0.7% | +17.7% | +17.6% |
| 3M | +45.2% | +11.3% | +33.8% | +37.6% |
| 6M | +286.8% | +35.5% | +251.2% | +231.8% |
| YTD | +354.8% | +40.6% | +314.2% | +281.7% |
| 1Y | +358.3% | +49.2% | +309.0% | +272.8% |
| 3Y | +724.9% | +167.2% | +557.7% | +397.4% |
| 5Y | +1,193.7% | +94.9% | +1,098.8% | +789.4% |
| 10Y | +4,433.8% | +259.5% | +4,174.3% | +2,397.0% |
| All | +5,074.9% | +266.5% | +4,808.4% | +2,757.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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