+709.9%
DELL vs S
-51.5%
+761.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | +0.5% |
| 7D | +17.1% | +4.1% | +13.1% | +16.3% |
| 30D | -35.1% | -7.2% | -27.9% | -34.0% |
| 3M | -23.3% | 0.0% | -23.2% | -23.5% |
| 6M | +55.8% | +41.6% | +14.2% | +45.2% |
| YTD | +198.0% | +48.6% | +149.4% | +173.4% |
| 1Y | +166.6% | +30.0% | +136.5% | +150.0% |
| 3Y | +427.6% | +42.2% | +385.5% | +386.0% |
| 5Y | +630.6% | -70.8% | +701.4% | +610.7% |
| All | +709.9% | -51.5% | +761.5% | +676.4% |
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