+569.8%
DELL vs USB
+25.1%
+544.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.0% | -7.5% |
| 7D | +4.9% | +2.6% | +2.3% | +3.7% |
| 30D | -32.1% | +8.4% | -40.5% | -34.5% |
| 3M | -30.2% | -5.5% | -24.7% | -28.5% |
| 6M | +41.7% | +17.7% | +24.0% | +31.9% |
| YTD | +176.6% | +17.6% | +159.0% | +156.2% |
| 1Y | +159.9% | +33.9% | +126.1% | +127.3% |
| 3Y | +388.0% | +103.8% | +284.2% | +255.9% |
| All | +569.8% | +25.1% | +544.8% | +506.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling