+2,513.8%
DELL vs RF
+269.1%
+2,244.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | -22.6% | -0.9% | -21.7% | -22.3% |
| 30D | -43.2% | +6.0% | -49.2% | -44.5% |
| 3M | -24.8% | -8.9% | -15.9% | -22.0% |
| 6M | +38.0% | +2.3% | +35.7% | +36.3% |
| YTD | +163.7% | +7.6% | +156.2% | +154.0% |
| 1Y | +122.5% | +21.2% | +101.4% | +104.5% |
| 3Y | +377.0% | +108.5% | +268.4% | +253.5% |
| 5Y | +542.6% | +43.2% | +499.3% | +435.6% |
| All | +2,513.8% | +269.1% | +2,244.7% | +1,522.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling