+2,876.0%
DELL vs Z
-19.3%
+2,895.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | +17.1% | -4.9% | +22.0% | +18.2% |
| 30D | -35.1% | +3.0% | -38.0% | -35.9% |
| 3M | -23.3% | -13.4% | -9.9% | -22.1% |
| 6M | +55.8% | -27.3% | +83.1% | +62.4% |
| YTD | +198.0% | -57.8% | +255.8% | +242.2% |
| 1Y | +166.6% | -60.0% | +226.6% | +209.0% |
| 3Y | +427.6% | -21.5% | +449.2% | +417.8% |
| 5Y | +630.6% | -55.0% | +685.6% | +661.1% |
| All | +2,876.0% | -19.3% | +2,895.2% | +2,242.6% |
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