+143.3%
DELL vs RF
+25.4%
+117.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.3% | -9.1% |
| 7D | -24.6% | +2.3% | -26.8% | -24.9% |
| 30D | -32.5% | +7.2% | -39.7% | -33.6% |
| 3M | -20.2% | -8.2% | -12.0% | -19.1% |
| 6M | +76.5% | +7.0% | +69.4% | +75.3% |
| YTD | +198.9% | +10.3% | +188.6% | +181.0% |
| 1Y | +143.3% | +25.1% | +118.3% | +102.7% |
| All | +143.3% | +25.4% | +117.9% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling