+143.3%
DELL vs ROP
+10.4%
+132.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.9% | -12.8% | -7.6% |
| 7D | -24.6% | +11.7% | -36.3% | -22.1% |
| 30D | -32.5% | +35.5% | -67.9% | -27.9% |
| 3M | -20.2% | +25.6% | -45.8% | -15.1% |
| 6M | +76.5% | +39.3% | +37.2% | +80.4% |
| YTD | +198.9% | +11.6% | +187.3% | +222.8% |
| 1Y | +143.3% | +10.6% | +132.7% | +165.4% |
| All | +143.3% | +10.4% | +132.9% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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