+3,290.5%
DELL vs ON
+621.4%
+2,669.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +17.1% | +17.0% | +0.1% | +10.6% |
| 30D | -35.1% | -3.9% | -31.2% | -33.5% |
| 3M | -23.3% | -11.5% | -11.8% | -19.3% |
| 6M | +55.8% | -29.2% | +85.0% | +72.1% |
| YTD | +198.0% | +36.2% | +161.8% | +157.1% |
| 1Y | +166.6% | +49.6% | +116.9% | +121.4% |
| 3Y | +427.6% | +9.4% | +418.2% | +361.2% |
| 5Y | +630.6% | +25.8% | +604.8% | +466.8% |
| 10Y | +2,866.3% | +557.1% | +2,309.2% | +1,119.7% |
| All | +3,290.5% | +621.4% | +2,669.1% | +1,295.2% |
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 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