+143.3%
DELL vs O
+8.1%
+135.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.0% | -11.8% | -6.2% |
| 7D | -24.6% | +5.8% | -30.4% | -20.7% |
| 30D | -32.5% | +10.7% | -43.1% | -26.6% |
| 3M | -20.2% | -4.5% | -15.7% | -22.1% |
| 6M | +76.5% | -4.1% | +80.6% | +77.8% |
| YTD | +198.9% | +9.8% | +189.1% | +216.3% |
| 1Y | +143.3% | +11.3% | +132.0% | +150.6% |
| All | +143.3% | +8.1% | +135.2% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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