+319.1%
DELL vs RSG
-3.6%
+322.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +0.7% |
| 7D | +14.9% | +0.3% | +14.6% | +15.2% |
| 30D | +13.3% | +7.6% | +5.7% | +19.4% |
| 3M | +24.4% | +7.4% | +17.0% | +30.8% |
| 6M | +258.0% | -3.3% | +261.3% | +291.7% |
| YTD | +320.2% | +6.0% | +314.2% | +360.9% |
| 1Y | +319.1% | -3.7% | +322.7% | +379.3% |
| All | +319.1% | -3.6% | +322.6% | +379.3% |
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