+2,794.9%
DELL vs USB
+102.3%
+2,692.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.5% |
| 6M | +46.9% | +9.4% | +37.5% | +41.0% |
| YTD | +154.4% | +15.2% | +139.2% | +137.3% |
| 1Y | +110.1% | +32.8% | +77.4% | +84.0% |
| 3Y | +376.4% | +91.3% | +285.1% | +251.1% |
| 5Y | +519.8% | +22.7% | +497.2% | +443.0% |
| 10Y | +2,460.3% | +97.0% | +2,363.2% | +1,702.6% |
| All | +2,794.9% | +102.3% | +2,692.6% | +1,931.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling