+425.7%
DELL vs RF
+117.2%
+308.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +17.1% | +0.4% | +16.8% | +17.0% |
| 30D | -35.1% | +5.6% | -40.6% | -36.6% |
| 3M | -23.3% | -8.9% | -14.4% | -20.0% |
| 6M | +55.8% | +7.1% | +48.7% | +50.6% |
| YTD | +198.0% | +8.3% | +189.7% | +183.5% |
| 1Y | +166.6% | +16.8% | +149.7% | +144.0% |
| All | +425.7% | +117.2% | +308.5% | +355.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling