+55.8%
DELL vs S
+39.7%
+16.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | +0.8% |
| 7D | +17.1% | +4.1% | +13.1% | +16.1% |
| 30D | -35.1% | -7.2% | -27.9% | -33.8% |
| 3M | -23.3% | 0.0% | -23.2% | -20.1% |
| 6M | +55.8% | +41.6% | +14.2% | +65.9% |
| All | +55.8% | +39.7% | +16.2% | +65.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling