+40.6%
DELL vs T
-11.4%
+52.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.9% |
| 7D | -11.8% | +1.7% | -13.5% | -10.9% |
| 30D | -40.8% | -1.7% | -39.1% | -40.7% |
| 3M | -23.6% | -7.3% | -16.2% | -24.5% |
| All | +40.6% | -11.4% | +52.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 6mo: compounded portfolio wealth divided by compounded T 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…
6mo analysis · Full analysis span regression · 6 months rolling