+319.1%
DELL vs ROP
-21.5%
+340.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +1.4% |
| 7D | +14.9% | -4.4% | +19.3% | +14.7% |
| 30D | +13.3% | +3.2% | +10.0% | +13.5% |
| 3M | +24.4% | +23.1% | +1.3% | +18.2% |
| 6M | +258.0% | +13.3% | +244.7% | +247.2% |
| YTD | +320.2% | -7.9% | +328.0% | +318.3% |
| 1Y | +319.1% | -22.1% | +341.1% | +334.3% |
| All | +319.1% | -21.5% | +340.5% | +334.3% |
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