+143.3%
DELL vs Z
-54.2%
+197.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +9.4% | -18.3% | -7.9% |
| 7D | -24.6% | +10.2% | -34.8% | -23.8% |
| 30D | -32.5% | +23.7% | -56.2% | -31.7% |
| 3M | -20.2% | -6.6% | -13.6% | -19.1% |
| 6M | +76.5% | -23.0% | +99.5% | +84.1% |
| YTD | +198.9% | -50.3% | +249.2% | +240.1% |
| 1Y | +143.3% | -53.6% | +196.9% | +177.9% |
| All | +143.3% | -54.2% | +197.5% | +177.9% |
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