+633.1%
DELL vs ROL
+14.4%
+618.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.1% | +11.6% | +11.7% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | -35.1% | +20.6% | -55.7% | -36.0% |
| 3M | -15.1% | +4.5% | -19.6% | -15.1% |
| 6M | +51.7% | -26.5% | +78.2% | +59.3% |
| YTD | +200.0% | -34.8% | +234.8% | +224.2% |
| 1Y | +172.1% | -33.2% | +205.3% | +192.5% |
| 3Y | +431.2% | +4.5% | +426.7% | +407.7% |
| 5Y | +633.1% | +15.5% | +617.6% | +573.4% |
| All | +633.1% | +14.4% | +618.6% | +573.4% |
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 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