+4,177.7%
DELL vs SO
+155.9%
+4,021.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +8.7% | 0.0% | +8.7% | +8.7% |
| 30D | +16.9% | -2.5% | +19.4% | +17.4% |
| 3M | +40.4% | -4.2% | +44.6% | +41.1% |
| 6M | +267.1% | -7.7% | +274.7% | +270.6% |
| YTD | +329.1% | +3.8% | +325.3% | +322.5% |
| 1Y | +346.9% | +0.1% | +346.9% | +343.0% |
| 3Y | +696.6% | +44.2% | +652.4% | +597.1% |
| 5Y | +1,106.2% | +57.9% | +1,048.3% | +912.8% |
| 10Y | +4,177.7% | +162.0% | +4,015.8% | +3,031.7% |
| All | +4,177.7% | +155.9% | +4,021.8% | +3,031.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling