+1,122.0%
DELL vs U
-68.4%
+1,190.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | +1.5% |
| 7D | +25.6% | +4.5% | +21.1% | +24.8% |
| 30D | +17.7% | -0.6% | +18.2% | +17.7% |
| 3M | +33.4% | +48.4% | -15.0% | +25.2% |
| 6M | +266.2% | +115.4% | +150.8% | +225.3% |
| YTD | +328.0% | -3.2% | +331.2% | +320.3% |
| 1Y | +339.6% | -6.0% | +345.6% | +329.9% |
| 3Y | +694.6% | +13.5% | +681.1% | +612.8% |
| 5Y | +1,122.0% | -68.0% | +1,190.0% | +1,055.9% |
| All | +1,122.0% | -68.4% | +1,190.4% | +1,055.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 5y: compounded portfolio wealth divided by compounded U 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…
5y analysis · Full analysis span regression · 6 months rolling