+2,876.0%
DELL vs ROL
+213.5%
+2,662.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +17.1% | -1.7% | +18.8% | +17.6% |
| 30D | -35.1% | +18.5% | -53.6% | -38.0% |
| 3M | -23.3% | +4.3% | -27.6% | -24.5% |
| 6M | +55.8% | -27.7% | +83.5% | +68.4% |
| YTD | +198.0% | -35.8% | +233.8% | +234.5% |
| 1Y | +166.6% | -34.1% | +200.7% | +196.6% |
| 3Y | +427.6% | +2.9% | +424.7% | +394.9% |
| 5Y | +630.6% | +12.7% | +617.9% | +546.7% |
| All | +2,876.0% | +213.5% | +2,662.4% | +1,585.7% |
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