+1,066.4%
DELL vs S
-57.7%
+1,124.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +8.7% | -1.2% | +10.0% | +9.0% |
| 30D | +16.9% | -12.6% | +29.4% | +19.5% |
| 3M | +40.4% | +27.6% | +12.9% | +34.0% |
| 6M | +267.1% | +35.5% | +231.6% | +243.9% |
| YTD | +329.1% | +29.6% | +299.5% | +304.1% |
| 1Y | +346.9% | +8.1% | +338.8% | +333.0% |
| 3Y | +696.6% | +14.8% | +681.9% | +659.3% |
| 5Y | +1,106.2% | -70.6% | +1,176.7% | +1,101.3% |
| All | +1,066.4% | -57.7% | +1,124.1% | +1,047.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling