+3,313.5%
DELL vs ROL
+252.8%
+3,060.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.1% | +11.6% | +11.7% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -35.1% | +20.6% | -55.7% | -38.3% |
| 3M | -15.1% | +4.5% | -19.6% | -16.5% |
| 6M | +51.7% | -26.5% | +78.2% | +63.2% |
| YTD | +200.0% | -34.8% | +234.8% | +235.4% |
| 1Y | +172.1% | -33.2% | +205.3% | +201.6% |
| 3Y | +431.2% | +4.5% | +426.7% | +397.0% |
| 5Y | +633.1% | +15.5% | +617.6% | +545.1% |
| 10Y | +2,886.3% | +217.2% | +2,669.1% | +1,639.0% |
| All | +3,313.5% | +252.8% | +3,060.7% | +1,879.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling