+1,122.0%
DELL vs ROL
-2.9%
+1,124.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.1% |
| 7D | +25.6% | -3.4% | +29.0% | +26.0% |
| 30D | +17.7% | -6.9% | +24.6% | +18.4% |
| 3M | +33.4% | -24.6% | +58.0% | +37.4% |
| 6M | +266.2% | -39.5% | +305.7% | +291.9% |
| YTD | +328.0% | -41.1% | +369.1% | +361.8% |
| 1Y | +339.6% | -37.9% | +377.5% | +369.3% |
| 3Y | +694.6% | +0.8% | +693.8% | +658.0% |
| 5Y | +1,122.0% | -4.7% | +1,126.7% | +1,030.7% |
| All | +1,122.0% | -2.9% | +1,124.9% | +1,030.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling