+1,758.4%
DELL vs SPOT
+269.3%
+1,489.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.4% | -9.5% | -7.7% |
| 7D | +4.9% | +1.6% | +3.3% | +4.5% |
| 30D | -32.1% | +16.9% | -49.0% | -34.9% |
| 3M | -30.2% | +23.0% | -53.2% | -34.2% |
| 6M | +41.7% | +42.2% | -0.5% | +27.7% |
| YTD | +176.6% | +5.5% | +171.1% | +165.3% |
| 1Y | +159.9% | -5.1% | +165.0% | +155.9% |
| 3Y | +388.0% | +257.9% | +130.1% | +246.5% |
| 5Y | +578.2% | +118.4% | +459.8% | +399.5% |
| All | +1,758.4% | +269.3% | +1,489.1% | +958.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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