+1,145.9%
DELL vs XYZ
-68.2%
+1,214.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +11.9% |
| 7D | +8.2% | -4.3% | +12.5% | +9.5% |
| 30D | +17.1% | +1.2% | +15.9% | +16.9% |
| 3M | +45.2% | +14.6% | +30.5% | +39.4% |
| 6M | +286.8% | +22.6% | +264.2% | +265.6% |
| YTD | +354.8% | +21.7% | +333.1% | +329.9% |
| 1Y | +358.3% | +6.7% | +351.5% | +344.9% |
| 3Y | +724.9% | +46.8% | +678.1% | +627.2% |
| All | +1,145.9% | -68.2% | +1,214.1% | +1,205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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