+4,404.4%
DELL vs ROL
+211.6%
+4,192.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +11.8% |
| 7D | +8.2% | -3.2% | +11.4% | +9.1% |
| 30D | +17.1% | -4.9% | +22.0% | +18.5% |
| 3M | +45.2% | -25.8% | +71.0% | +56.4% |
| 6M | +286.8% | -37.6% | +324.3% | +336.8% |
| YTD | +354.8% | -41.5% | +396.3% | +425.0% |
| 1Y | +358.3% | -39.5% | +397.7% | +421.5% |
| 3Y | +724.9% | +0.1% | +724.8% | +675.4% |
| 5Y | +1,193.7% | -4.6% | +1,198.3% | +1,107.9% |
| All | +4,404.4% | +211.6% | +4,192.8% | +2,528.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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