+678.3%
DELL vs ROL
-1.5%
+679.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.2% |
| 7D | +8.7% | -3.3% | +12.0% | +8.6% |
| 30D | +16.9% | -7.2% | +24.1% | +16.7% |
| 3M | +40.4% | -27.0% | +67.4% | +40.4% |
| 6M | +267.1% | -39.5% | +306.6% | +276.2% |
| YTD | +329.1% | -41.8% | +370.9% | +345.7% |
| 1Y | +346.9% | -38.9% | +385.8% | +362.7% |
| All | +678.3% | -1.5% | +679.8% | +673.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling