+636.7%
DELL vs ROK
+48.6%
+588.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -4.7% |
| 7D | -1.9% | -1.6% | -0.3% | -0.9% |
| 30D | +14.9% | -5.4% | +20.3% | +19.3% |
| 3M | +37.2% | -4.0% | +41.2% | +39.1% |
| 6M | +254.0% | +13.3% | +240.6% | +223.2% |
| YTD | +306.1% | +9.3% | +296.8% | +279.8% |
| 1Y | +312.3% | +25.8% | +286.5% | +253.3% |
| All | +636.7% | +48.6% | +588.1% | +445.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling