+319.1%
DELL vs ROST
+54.0%
+265.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +14.9% | +0.9% | +13.9% | +14.4% |
| 30D | +13.3% | -8.9% | +22.2% | +18.0% |
| 3M | +24.4% | -0.8% | +25.2% | +23.5% |
| 6M | +258.0% | +8.5% | +249.5% | +236.3% |
| YTD | +320.2% | +28.6% | +291.6% | +265.3% |
| 1Y | +319.1% | +52.3% | +266.7% | +234.6% |
| All | +319.1% | +54.0% | +265.1% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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