+4,404.4%
DELL vs ON
+655.4%
+3,749.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.5% | +3.5% | +8.9% |
| 7D | +8.2% | +2.4% | +5.9% | +7.4% |
| 30D | +17.1% | -8.6% | +25.7% | +21.1% |
| 3M | +45.2% | -34.3% | +79.5% | +65.1% |
| 6M | +286.8% | +28.5% | +258.2% | +241.5% |
| YTD | +354.8% | +40.6% | +314.2% | +285.7% |
| 1Y | +358.3% | +55.3% | +302.9% | +270.7% |
| 3Y | +724.9% | -22.2% | +747.1% | +694.9% |
| 5Y | +1,193.7% | +62.4% | +1,131.3% | +805.5% |
| All | +4,404.4% | +655.4% | +3,749.1% | +1,681.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling