+4,404.4%
DELL vs ROP
+135.6%
+4,268.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +8.2% | -4.6% | +12.8% | +11.0% |
| 30D | +17.1% | -1.7% | +18.8% | +17.7% |
| 3M | +45.2% | +17.1% | +28.1% | +28.2% |
| 6M | +286.8% | +10.9% | +275.9% | +252.3% |
| YTD | +354.8% | -12.1% | +366.9% | +376.0% |
| 1Y | +358.3% | -24.2% | +382.5% | +424.8% |
| 3Y | +724.9% | -20.4% | +745.3% | +810.9% |
| 5Y | +1,193.7% | -15.4% | +1,209.1% | +1,257.9% |
| All | +4,404.4% | +135.6% | +4,268.8% | +2,796.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling