+1,145.9%
DELL vs RSG
+89.9%
+1,056.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.9% |
| 7D | +8.2% | 0.0% | +8.2% | +8.2% |
| 30D | +17.1% | +4.0% | +13.1% | +16.6% |
| 3M | +45.2% | +7.4% | +37.8% | +43.4% |
| 6M | +286.8% | +0.1% | +286.7% | +288.5% |
| YTD | +354.8% | +6.0% | +348.8% | +350.3% |
| 1Y | +358.3% | -3.0% | +361.2% | +365.0% |
| 3Y | +724.9% | +56.5% | +668.4% | +582.5% |
| All | +1,145.9% | +89.9% | +1,056.1% | +871.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling