+143.3%
DELL vs SO
+3.3%
+140.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.7% | -8.2% | -9.3% |
| 7D | -24.6% | +1.7% | -26.3% | -23.6% |
| 30D | -32.5% | +11.1% | -43.6% | -27.7% |
| 3M | -20.2% | +0.7% | -20.9% | -19.9% |
| 6M | +76.5% | -1.4% | +77.9% | +79.4% |
| YTD | +198.9% | +9.4% | +189.5% | +209.8% |
| 1Y | +143.3% | +3.7% | +139.6% | +169.1% |
| All | +143.3% | +3.3% | +140.1% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling