+4,681.2%
DELL vs USB
+112.5%
+4,568.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +14.9% | +1.4% | +13.4% | +14.3% |
| 30D | +13.3% | -1.3% | +14.6% | +14.2% |
| 3M | +24.4% | +15.2% | +9.2% | +16.9% |
| 6M | +258.0% | +18.8% | +239.2% | +231.5% |
| YTD | +320.2% | +21.0% | +299.2% | +284.2% |
| 1Y | +319.1% | +34.0% | +285.0% | +265.1% |
| 3Y | +706.5% | +95.3% | +611.2% | +486.5% |
| 5Y | +1,071.9% | +40.4% | +1,031.5% | +867.9% |
| 10Y | +4,683.5% | +107.3% | +4,576.2% | +3,211.5% |
| All | +4,681.2% | +112.5% | +4,568.7% | +3,189.2% |
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