+2,655.3%
DELL vs RF
+277.2%
+2,378.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.6% |
| 7D | -11.8% | -0.1% | -11.7% | -11.7% |
| 30D | -40.8% | +7.0% | -47.9% | -42.4% |
| 3M | -23.6% | -7.0% | -16.6% | -21.3% |
| 6M | +33.4% | +6.8% | +26.6% | +29.7% |
| YTD | +178.0% | +9.9% | +168.1% | +165.6% |
| 1Y | +138.6% | +21.1% | +117.4% | +119.4% |
| 3Y | +400.9% | +119.6% | +281.3% | +264.1% |
| 5Y | +580.7% | +46.2% | +534.6% | +463.1% |
| 10Y | +2,655.3% | +261.5% | +2,393.8% | +1,595.9% |
| All | +2,655.3% | +277.2% | +2,378.1% | +1,595.9% |
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