+4,770.1%
DELL vs OMC
+36.9%
+4,733.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | +25.6% | -5.8% | +31.4% | +28.2% |
| 30D | +17.7% | -4.8% | +22.5% | +19.4% |
| 3M | +33.4% | +9.2% | +24.2% | +26.3% |
| 6M | +266.2% | -2.5% | +268.7% | +263.4% |
| YTD | +328.0% | +2.6% | +325.4% | +312.4% |
| 1Y | +339.6% | +5.9% | +333.6% | +314.2% |
| 3Y | +694.6% | +14.2% | +680.4% | +608.9% |
| 5Y | +1,122.0% | +33.2% | +1,088.7% | +897.9% |
| 10Y | +4,062.5% | +33.4% | +4,029.1% | +3,100.7% |
| All | +4,770.1% | +36.9% | +4,733.2% | +3,612.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling