+143.3%
DELL vs RSP
+21.9%
+121.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.7% | -11.9% |
| 7D | -24.6% | +2.7% | -27.3% | -28.3% |
| 30D | -32.5% | +5.8% | -38.3% | -39.5% |
| 3M | -20.2% | +1.8% | -22.0% | -22.8% |
| 6M | +76.5% | +11.6% | +64.9% | +42.0% |
| YTD | +198.9% | +18.0% | +180.9% | +122.4% |
| 1Y | +143.3% | +21.8% | +121.5% | +69.7% |
| All | +143.3% | +21.9% | +121.5% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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