+319.1%
DELL vs USB
+35.1%
+283.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +14.9% | +1.4% | +13.4% | +14.4% |
| 30D | +13.3% | -1.3% | +14.6% | +13.4% |
| 3M | +24.4% | +15.2% | +9.2% | +22.7% |
| 6M | +258.0% | +18.8% | +239.2% | +250.8% |
| YTD | +320.2% | +21.0% | +299.2% | +307.5% |
| 1Y | +319.1% | +34.0% | +285.0% | +290.6% |
| All | +319.1% | +35.1% | +283.9% | +290.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling