+114.7%
DELL vs Q
+68.3%
+46.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.5% | -3.6% | -5.3% |
| 7D | +4.9% | +1.2% | +3.7% | +4.5% |
| 30D | -32.1% | -2.7% | -29.4% | -30.5% |
| 3M | -30.2% | -16.9% | -13.3% | -23.8% |
| 6M | +41.7% | -26.9% | +68.6% | +58.9% |
| YTD | +176.6% | +45.2% | +131.4% | +143.9% |
| 1Y | +159.9% | +38.1% | +121.8% | +129.5% |
| All | +114.7% | +68.3% | +46.3% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling