+2,723.3%
DELL vs SPOT
+227.0%
+2,496.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.2% |
| 7D | +14.9% | -0.9% | +15.8% | +15.2% |
| 30D | +13.3% | +12.5% | +0.8% | +10.0% |
| 3M | +24.4% | +9.9% | +14.5% | +20.6% |
| 6M | +258.0% | +1.6% | +256.4% | +250.8% |
| YTD | +320.2% | -6.6% | +326.8% | +318.3% |
| 1Y | +319.1% | -22.9% | +342.0% | +336.3% |
| 3Y | +706.5% | +244.3% | +462.3% | +482.2% |
| 5Y | +1,071.9% | +117.8% | +954.1% | +770.6% |
| All | +2,723.3% | +227.0% | +2,496.4% | +1,568.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling