+569.8%
DELL vs RF
+47.5%
+522.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.4% | -7.7% |
| 7D | +4.9% | +1.9% | +2.9% | +4.0% |
| 30D | -32.1% | +7.3% | -39.4% | -34.2% |
| 3M | -30.2% | -7.9% | -22.3% | -27.7% |
| 6M | +41.7% | +10.5% | +31.2% | +35.2% |
| YTD | +176.6% | +9.6% | +166.9% | +162.6% |
| 1Y | +159.9% | +20.3% | +139.6% | +136.5% |
| 3Y | +388.0% | +119.5% | +268.4% | +242.8% |
| All | +569.8% | +47.5% | +522.4% | +440.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling