+4,062.5%
DELL vs RF
+334.9%
+3,727.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.3% |
| 7D | +25.6% | +2.7% | +23.0% | +24.5% |
| 30D | +17.7% | -3.4% | +21.0% | +19.4% |
| 3M | +33.4% | +6.4% | +27.1% | +30.2% |
| 6M | +266.2% | +13.4% | +252.8% | +247.8% |
| YTD | +328.0% | +14.2% | +313.8% | +303.4% |
| 1Y | +339.6% | +15.7% | +323.9% | +310.9% |
| 3Y | +694.6% | +91.3% | +603.3% | +506.6% |
| 5Y | +1,122.0% | +89.8% | +1,032.2% | +821.2% |
| 10Y | +4,062.5% | +336.7% | +3,725.8% | +2,214.6% |
| All | +4,062.5% | +334.9% | +3,727.5% | +2,214.6% |
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