+3,313.5%
DELL vs SO
+182.6%
+3,130.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.2% | +11.6% | +11.7% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | -35.1% | +7.8% | -42.9% | -36.0% |
| 3M | -15.1% | +2.9% | -18.1% | -15.7% |
| 6M | +51.7% | +2.5% | +49.3% | +50.3% |
| YTD | +200.0% | +10.3% | +189.7% | +192.1% |
| 1Y | +172.1% | +6.4% | +165.8% | +166.9% |
| 3Y | +431.2% | +52.8% | +378.4% | +360.3% |
| 5Y | +633.1% | +78.7% | +554.4% | +495.0% |
| 10Y | +2,886.3% | +196.3% | +2,690.1% | +2,018.7% |
| All | +3,313.5% | +182.6% | +3,130.8% | +2,375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling