+4,404.4%
DELL vs ROK
+357.9%
+4,046.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.1% |
| 7D | +8.2% | -1.2% | +9.5% | +9.1% |
| 30D | +17.1% | -4.8% | +21.9% | +20.6% |
| 3M | +45.2% | -6.1% | +51.3% | +49.3% |
| 6M | +286.8% | +15.5% | +271.3% | +255.5% |
| YTD | +354.8% | +11.2% | +343.6% | +327.1% |
| 1Y | +358.3% | +23.8% | +334.4% | +306.0% |
| 3Y | +724.9% | +53.1% | +671.8% | +537.9% |
| 5Y | +1,193.7% | +48.3% | +1,145.4% | +883.7% |
| All | +4,404.4% | +357.9% | +4,046.5% | +2,132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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