+1,106.2%
DELL vs ROP
-16.4%
+1,122.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | +8.7% | -6.1% | +14.9% | +11.8% |
| 30D | +16.9% | -3.4% | +20.2% | +18.3% |
| 3M | +40.4% | +16.7% | +23.7% | +25.1% |
| 6M | +267.1% | +8.1% | +259.0% | +241.8% |
| YTD | +329.1% | -11.7% | +340.8% | +352.2% |
| 1Y | +346.9% | -24.2% | +371.1% | +419.6% |
| 3Y | +696.6% | -19.0% | +715.6% | +779.7% |
| 5Y | +1,106.2% | -15.9% | +1,122.0% | +1,128.5% |
| All | +1,106.2% | -16.4% | +1,122.6% | +1,128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling