+4,404.4%
DELL vs ROST
+317.9%
+4,086.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.3% | +9.6% | +11.0% |
| 7D | +8.2% | +0.2% | +8.0% | +8.2% |
| 30D | +17.1% | -6.9% | +24.0% | +20.6% |
| 3M | +45.2% | -3.3% | +48.5% | +46.4% |
| 6M | +286.8% | +9.0% | +277.7% | +271.0% |
| YTD | +354.8% | +28.9% | +325.9% | +305.4% |
| 1Y | +358.3% | +54.0% | +304.3% | +278.4% |
| 3Y | +724.9% | +100.7% | +624.2% | +505.9% |
| 5Y | +1,193.7% | +116.0% | +1,077.7% | +792.9% |
| All | +4,404.4% | +317.9% | +4,086.6% | +2,435.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling