+1,122.0%
DELL vs S
-72.3%
+1,194.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.3% |
| 7D | +25.6% | -5.8% | +31.4% | +26.9% |
| 30D | +17.7% | -9.2% | +26.9% | +19.5% |
| 3M | +33.4% | +23.4% | +10.1% | +27.8% |
| 6M | +266.2% | +36.9% | +229.3% | +241.1% |
| YTD | +328.0% | +29.5% | +298.5% | +301.7% |
| 1Y | +339.6% | +5.4% | +334.2% | +327.2% |
| 3Y | +694.6% | +14.7% | +679.9% | +654.4% |
| 5Y | +1,122.0% | -71.5% | +1,193.5% | +1,137.3% |
| All | +1,122.0% | -72.3% | +1,194.3% | +1,137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling