+2,662.4%
DELL vs ON
+533.9%
+2,128.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.6% | -3.6% | -5.8% |
| 7D | +4.9% | +12.2% | -7.4% | +0.6% |
| 30D | -32.1% | -3.1% | -28.9% | -30.6% |
| 3M | -30.2% | -12.9% | -17.4% | -26.1% |
| 6M | +41.7% | -38.6% | +80.3% | +65.4% |
| YTD | +176.6% | +31.2% | +145.4% | +141.9% |
| 1Y | +159.9% | +47.6% | +112.3% | +116.9% |
| 3Y | +388.0% | +6.6% | +381.4% | +330.6% |
| 5Y | +578.2% | +21.3% | +556.9% | +432.3% |
| All | +2,662.4% | +533.9% | +2,128.5% | +1,012.3% |
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 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