+166.6%
DELL vs ROL
-34.6%
+201.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -1.1% |
| 7D | +17.1% | -1.7% | +18.8% | +16.4% |
| 30D | -35.1% | +18.5% | -53.6% | -31.7% |
| 3M | -23.3% | +4.3% | -27.6% | -20.8% |
| 6M | +55.8% | -27.7% | +83.5% | +64.4% |
| YTD | +198.0% | -35.8% | +233.8% | +253.5% |
| 1Y | +166.6% | -34.1% | +200.7% | +213.4% |
| All | +166.6% | -34.6% | +201.2% | +213.4% |
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