+4,782.6%
DELL vs RSG
+420.5%
+4,362.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +8.7% | 0.0% | +8.8% | +8.8% |
| 30D | +16.9% | +3.7% | +13.2% | +15.0% |
| 3M | +40.4% | +6.2% | +34.3% | +35.5% |
| 6M | +267.1% | -2.8% | +269.8% | +266.9% |
| YTD | +329.1% | +5.9% | +323.2% | +311.2% |
| 1Y | +346.9% | -1.8% | +348.7% | +343.3% |
| 3Y | +696.6% | +57.5% | +639.1% | +484.5% |
| 5Y | +1,106.2% | +91.1% | +1,015.1% | +669.5% |
| 10Y | +4,177.7% | +428.1% | +3,749.7% | +1,481.8% |
| All | +4,782.6% | +420.5% | +4,362.1% | +1,737.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling