+3,922.7%
DELL vs Z
-6.2%
+3,928.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.6% | -4.8% |
| 7D | -1.9% | -11.6% | +9.7% | +0.3% |
| 30D | +14.9% | -8.5% | +23.4% | +16.5% |
| 3M | +37.2% | -7.9% | +45.1% | +38.1% |
| 6M | +254.0% | -29.1% | +283.1% | +272.5% |
| YTD | +306.1% | -54.2% | +360.3% | +363.5% |
| 1Y | +312.3% | -63.5% | +375.8% | +389.4% |
| 3Y | +654.0% | -38.6% | +692.6% | +683.6% |
| 5Y | +1,055.3% | -66.0% | +1,121.3% | +1,163.6% |
| All | +3,922.7% | -6.2% | +3,928.9% | +3,053.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling