+3,290.5%
DELL vs O
+48.5%
+3,242.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +17.1% | -0.4% | +17.5% | +17.3% |
| 30D | -35.1% | +8.3% | -43.4% | -36.8% |
| 3M | -23.3% | -4.0% | -19.3% | -22.6% |
| 6M | +55.8% | -2.6% | +58.4% | +55.4% |
| YTD | +198.0% | +9.9% | +188.1% | +184.7% |
| 1Y | +166.6% | +9.8% | +156.7% | +154.6% |
| 3Y | +427.6% | +39.7% | +387.9% | +347.4% |
| 5Y | +630.6% | +9.2% | +621.5% | +581.5% |
| 10Y | +2,866.3% | +81.5% | +2,784.8% | +2,195.3% |
| All | +3,290.5% | +48.5% | +3,242.0% | +2,661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling