+143.3%
DELL vs ROST
+54.7%
+88.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.1% | -14.9% | -10.4% |
| 7D | -24.6% | +7.8% | -32.4% | -26.3% |
| 30D | -32.5% | +8.6% | -41.0% | -34.5% |
| 3M | -20.2% | -1.9% | -18.3% | -19.3% |
| 6M | +76.5% | +9.1% | +67.3% | +66.1% |
| YTD | +198.9% | +37.2% | +161.7% | +152.6% |
| 1Y | +143.3% | +52.7% | +90.6% | +90.1% |
| All | +143.3% | +54.7% | +88.6% | +90.1% |
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