+4,681.2%
DELL vs ROST
+311.0%
+4,370.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +14.9% | +0.9% | +13.9% | +14.5% |
| 30D | +13.3% | -8.9% | +22.2% | +17.7% |
| 3M | +24.4% | -0.8% | +25.2% | +24.0% |
| 6M | +258.0% | +8.5% | +249.5% | +243.9% |
| YTD | +320.2% | +28.6% | +291.6% | +274.7% |
| 1Y | +319.1% | +52.3% | +266.7% | +247.4% |
| 3Y | +706.5% | +94.8% | +611.7% | +499.1% |
| 5Y | +1,071.9% | +110.8% | +961.1% | +716.4% |
| 10Y | +4,683.5% | +304.5% | +4,378.9% | +2,605.8% |
| All | +4,681.2% | +311.0% | +4,370.3% | +2,590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling