+358.3%
DELL vs ROL
-37.8%
+396.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +12.1% |
| 7D | +8.2% | -3.2% | +11.4% | +7.6% |
| 30D | +17.1% | -4.9% | +22.0% | +16.2% |
| 3M | +45.2% | -25.8% | +71.0% | +40.4% |
| 6M | +286.8% | -37.6% | +324.3% | +287.1% |
| YTD | +354.8% | -41.5% | +396.3% | +381.1% |
| 1Y | +358.3% | -39.5% | +397.7% | +396.0% |
| All | +358.3% | -37.8% | +396.0% | +396.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling