+1,145.9%
DELL vs RUN
-81.0%
+1,226.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.8% | +12.0% |
| 7D | +8.2% | -3.7% | +11.9% | +8.6% |
| 30D | +17.1% | -13.0% | +30.1% | +18.4% |
| 3M | +45.2% | -31.8% | +77.0% | +49.5% |
| 6M | +286.8% | -32.2% | +319.0% | +298.5% |
| YTD | +354.8% | -53.5% | +408.3% | +373.9% |
| 1Y | +358.3% | -46.5% | +404.8% | +369.6% |
| 3Y | +724.9% | -37.6% | +762.5% | +655.9% |
| All | +1,145.9% | -81.0% | +1,226.9% | +1,102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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