+143.3%
DELL vs RSG
+19.5%
+123.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.0% | -9.9% | -7.7% |
| 7D | -24.6% | +5.1% | -29.7% | -20.0% |
| 30D | -32.5% | +15.3% | -47.8% | -21.7% |
| 3M | -20.2% | +18.6% | -38.8% | -5.2% |
| 6M | +76.5% | +19.5% | +56.9% | +112.7% |
| YTD | +198.9% | +17.2% | +181.7% | +277.4% |
| 1Y | +143.3% | +19.6% | +123.8% | +212.3% |
| All | +143.3% | +19.5% | +123.8% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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