+4,681.2%
DELL vs SPY
+314.8%
+4,366.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +14.9% | +0.1% | +14.8% | +14.9% |
| 30D | +13.3% | +0.1% | +13.2% | +13.5% |
| 3M | +24.4% | +2.0% | +22.4% | +22.4% |
| 6M | +258.0% | +13.0% | +245.0% | +211.4% |
| YTD | +320.2% | +13.5% | +306.6% | +264.9% |
| 1Y | +319.1% | +20.0% | +299.1% | +241.5% |
| 3Y | +706.5% | +77.2% | +629.3% | +337.4% |
| 5Y | +1,071.9% | +81.9% | +990.0% | +520.3% |
| 10Y | +4,683.5% | +314.1% | +4,369.4% | +1,011.4% |
| All | +4,681.2% | +314.8% | +4,366.5% | +1,010.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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