+143.3%
DELL vs USB
+36.4%
+106.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.7% | -9.3% |
| 7D | -24.6% | +2.4% | -27.0% | -25.0% |
| 30D | -32.5% | +6.6% | -39.1% | -33.8% |
| 3M | -20.2% | -4.1% | -16.1% | -19.2% |
| 6M | +76.5% | +12.5% | +64.0% | +74.7% |
| YTD | +198.9% | +17.6% | +181.3% | +178.3% |
| 1Y | +143.3% | +36.5% | +106.8% | +93.0% |
| All | +143.3% | +36.4% | +106.9% | +93.0% |
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