+4,770.1%
DELL vs XYZ
+594.1%
+4,176.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.7% |
| 7D | +25.6% | +2.9% | +22.8% | +24.9% |
| 30D | +17.7% | +1.4% | +16.3% | +17.4% |
| 3M | +33.4% | +14.6% | +18.9% | +28.5% |
| 6M | +266.2% | +20.8% | +245.4% | +248.1% |
| YTD | +328.0% | +23.1% | +304.9% | +305.0% |
| 1Y | +339.6% | +5.6% | +333.9% | +329.3% |
| 3Y | +694.6% | +50.9% | +643.7% | +591.6% |
| 5Y | +1,122.0% | -68.6% | +1,190.5% | +1,276.9% |
| 10Y | +4,062.5% | +580.0% | +3,482.5% | +2,108.5% |
| All | +4,770.1% | +594.1% | +4,176.0% | +2,469.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling