+319.1%
DELL vs OMC
+9.8%
+309.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.7% |
| 7D | +14.9% | -6.4% | +21.3% | +15.5% |
| 30D | +13.3% | +1.1% | +12.2% | +12.7% |
| 3M | +24.4% | +10.4% | +14.0% | +20.6% |
| 6M | +258.0% | -1.7% | +259.7% | +256.8% |
| YTD | +320.2% | +4.4% | +315.7% | +307.2% |
| 1Y | +319.1% | +8.4% | +310.6% | +305.6% |
| All | +319.1% | +9.8% | +309.3% | +305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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