+159.9%
DELL vs SO
+5.1%
+154.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.4% | -6.3% |
| 7D | +4.9% | +1.4% | +3.5% | +6.0% |
| 30D | -32.1% | +4.7% | -36.8% | -29.4% |
| 3M | -30.2% | +1.7% | -31.9% | -29.4% |
| 6M | +41.7% | +2.2% | +39.6% | +45.2% |
| YTD | +176.6% | +10.0% | +166.6% | +192.6% |
| 1Y | +159.9% | +6.0% | +153.9% | +180.7% |
| All | +159.9% | +5.1% | +154.9% | +180.7% |
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 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