+2,662.4%
DELL vs USB
+83.8%
+2,578.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.0% | -7.6% |
| 7D | +4.9% | +2.6% | +2.3% | +3.7% |
| 30D | -32.1% | +8.4% | -40.5% | -34.6% |
| 3M | -30.2% | -5.5% | -24.7% | -28.5% |
| 6M | +41.7% | +17.7% | +24.0% | +31.5% |
| YTD | +176.6% | +17.6% | +159.0% | +155.6% |
| 1Y | +159.9% | +33.9% | +126.1% | +126.6% |
| 3Y | +388.0% | +103.8% | +284.2% | +249.5% |
| 5Y | +578.2% | +25.6% | +552.6% | +487.8% |
| All | +2,662.4% | +83.8% | +2,578.6% | +1,930.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling