+678.3%
DELL vs ON
-28.4%
+706.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +8.7% | -1.9% | +10.6% | +9.4% |
| 30D | +16.9% | -11.0% | +27.9% | +21.9% |
| 3M | +40.4% | -39.3% | +79.8% | +63.3% |
| 6M | +267.1% | +19.8% | +247.2% | +229.4% |
| YTD | +329.1% | +31.1% | +298.0% | +269.3% |
| 1Y | +346.9% | +46.0% | +300.9% | +264.8% |
| All | +678.3% | -28.4% | +706.7% | +624.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling