+312.3%
DELL vs ROP
-24.5%
+336.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -5.4% |
| 7D | -1.9% | -8.0% | +6.1% | -2.2% |
| 30D | +14.9% | -2.7% | +17.6% | +14.9% |
| 3M | +37.2% | +16.6% | +20.6% | +30.6% |
| 6M | +254.0% | +10.4% | +243.6% | +240.0% |
| YTD | +306.1% | -12.1% | +318.2% | +304.8% |
| 1Y | +312.3% | -23.6% | +335.9% | +324.9% |
| All | +312.3% | -24.5% | +336.8% | +324.9% |
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