+1,085.7%
DELL vs RF
+89.8%
+995.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +14.9% | +1.3% | +13.6% | +14.4% |
| 30D | +13.3% | -3.6% | +16.9% | +15.3% |
| 3M | +24.4% | +8.1% | +16.3% | +20.1% |
| 6M | +258.0% | +11.5% | +246.5% | +240.2% |
| YTD | +320.2% | +15.6% | +304.6% | +290.5% |
| 1Y | +319.1% | +15.7% | +303.4% | +287.9% |
| 3Y | +706.5% | +86.9% | +619.6% | +504.7% |
| All | +1,085.7% | +89.8% | +995.9% | +753.4% |
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