+2,662.4%
DELL vs P
+652.0%
+2,010.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.9% | -5.3% | -6.4% |
| 7D | +4.9% | +11.6% | -6.7% | +0.4% |
| 30D | -32.1% | -23.7% | -8.4% | -23.5% |
| 3M | -30.2% | -8.0% | -22.3% | -27.6% |
| 6M | +41.7% | +27.9% | +13.8% | +28.5% |
| YTD | +176.6% | +61.2% | +115.4% | +126.6% |
| 1Y | +159.9% | +28.6% | +131.3% | +126.4% |
| 3Y | +388.0% | +200.5% | +187.5% | +199.5% |
| 5Y | +578.2% | +282.9% | +295.3% | +271.1% |
| All | +2,662.4% | +652.0% | +2,010.4% | +1,111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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