+122.5%
DELL vs USB
+31.9%
+90.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -22.6% | 0.0% | -22.6% | -22.5% |
| 30D | -43.2% | +5.8% | -49.0% | -44.1% |
| 3M | -24.8% | -6.0% | -18.9% | -23.2% |
| 6M | +38.0% | +7.8% | +30.2% | +38.3% |
| YTD | +163.7% | +14.6% | +149.1% | +147.8% |
| 1Y | +122.5% | +31.8% | +90.8% | +79.7% |
| All | +122.5% | +31.9% | +90.6% | +79.7% |
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