+319.1%
DELL vs Z
-58.8%
+377.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.4% |
| 7D | +14.9% | -3.0% | +17.9% | +14.5% |
| 30D | +13.3% | -4.2% | +17.5% | +13.0% |
| 3M | +24.4% | -3.7% | +28.1% | +25.7% |
| 6M | +258.0% | -24.5% | +282.5% | +261.5% |
| YTD | +320.2% | -49.3% | +369.5% | +327.5% |
| 1Y | +319.1% | -58.7% | +377.7% | +303.2% |
| All | +319.1% | -58.8% | +377.9% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling