+4,770.1%
DELL vs RUN
+51.4%
+4,718.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.9% | +1.4% |
| 7D | +25.6% | +10.2% | +15.5% | +24.3% |
| 30D | +17.7% | -9.6% | +27.3% | +18.9% |
| 3M | +33.4% | -31.5% | +64.9% | +38.9% |
| 6M | +266.2% | -18.7% | +284.9% | +273.5% |
| YTD | +328.0% | -49.9% | +377.9% | +350.4% |
| 1Y | +339.6% | -45.5% | +385.1% | +354.4% |
| 3Y | +694.6% | -34.1% | +728.7% | +597.7% |
| 5Y | +1,122.0% | -79.4% | +1,201.4% | +1,075.6% |
| 10Y | +4,062.5% | +48.9% | +4,013.5% | +2,580.2% |
| All | +4,770.1% | +51.4% | +4,718.7% | +2,990.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling