+4,681.2%
DELL vs ROP
+150.4%
+4,530.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +3.4% |
| 7D | +14.9% | -4.4% | +19.3% | +17.7% |
| 30D | +13.3% | +3.2% | +10.0% | +11.0% |
| 3M | +24.4% | +23.1% | +1.3% | +7.0% |
| 6M | +258.0% | +13.3% | +244.7% | +223.2% |
| YTD | +320.2% | -7.9% | +328.0% | +329.0% |
| 1Y | +319.1% | -22.1% | +341.1% | +373.4% |
| 3Y | +706.5% | -16.8% | +723.3% | +770.5% |
| 5Y | +1,071.9% | -13.5% | +1,085.4% | +1,118.7% |
| 10Y | +4,683.5% | +137.7% | +4,545.8% | +2,996.1% |
| All | +4,681.2% | +150.4% | +4,530.8% | +2,983.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling