+360.1%
DELL vs USB
+90.4%
+269.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -2.1% | -12.8% | -14.0% |
| 7D | -33.4% | -1.5% | -31.9% | -32.9% |
| 30D | -44.7% | +4.3% | -49.0% | -45.8% |
| 3M | -31.4% | -6.1% | -25.3% | -29.4% |
| 6M | +46.9% | +9.4% | +37.5% | +41.3% |
| YTD | +154.4% | +15.2% | +139.2% | +137.1% |
| 1Y | +110.1% | +32.8% | +77.4% | +82.5% |
| All | +360.1% | +90.4% | +269.6% | +295.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling