+319.1%
DELL vs ON
+56.1%
+262.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +14.9% | +2.4% | +12.4% | +14.1% |
| 30D | +13.3% | -3.3% | +16.6% | +14.6% |
| 3M | +24.4% | -43.6% | +68.0% | +42.2% |
| 6M | +258.0% | +19.0% | +239.1% | +231.7% |
| YTD | +320.2% | +37.4% | +282.8% | +274.1% |
| 1Y | +319.1% | +54.8% | +264.3% | +259.3% |
| All | +319.1% | +56.1% | +262.9% | +259.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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