+3,063.4%
DELL vs P
+652.3%
+2,411.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.3% | -0.9% | +2.9% |
| 7D | -11.8% | -9.6% | -2.2% | -7.7% |
| 30D | -40.8% | -33.4% | -7.4% | -29.7% |
| 3M | -23.6% | +14.2% | -37.8% | -27.7% |
| 6M | +33.4% | +31.6% | +1.8% | +19.3% |
| YTD | +178.0% | +53.5% | +124.5% | +133.2% |
| 1Y | +138.6% | +14.2% | +124.4% | +118.1% |
| 3Y | +400.9% | +190.5% | +210.4% | +216.5% |
| 5Y | +580.7% | +256.3% | +324.4% | +290.0% |
| 10Y | +2,655.3% | +707.9% | +1,947.4% | +1,083.3% |
| All | +3,063.4% | +652.3% | +2,411.1% | +1,261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling