+4,681.2%
DELL vs ON
+627.8%
+4,053.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +14.9% | +2.4% | +12.4% | +13.9% |
| 30D | +13.3% | -3.3% | +16.6% | +14.7% |
| 3M | +24.4% | -43.6% | +68.0% | +49.3% |
| 6M | +258.0% | +19.0% | +239.1% | +224.3% |
| YTD | +320.2% | +37.4% | +282.8% | +259.2% |
| 1Y | +319.1% | +54.8% | +264.3% | +239.1% |
| 3Y | +706.5% | -25.2% | +731.7% | +687.6% |
| 5Y | +1,071.9% | +62.7% | +1,009.2% | +719.7% |
| 10Y | +4,683.5% | +574.3% | +4,109.1% | +1,866.3% |
| All | +4,681.2% | +627.8% | +4,053.5% | +1,848.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling