+166.6%
DELL vs Z
-61.0%
+227.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | +17.1% | -4.9% | +22.0% | +17.0% |
| 30D | -35.1% | +3.0% | -38.0% | -34.7% |
| 3M | -23.3% | -13.4% | -9.9% | -22.6% |
| 6M | +55.8% | -27.3% | +83.1% | +60.8% |
| YTD | +198.0% | -57.8% | +255.8% | +242.4% |
| 1Y | +166.6% | -60.0% | +226.6% | +208.4% |
| All | +166.6% | -61.0% | +227.6% | +208.4% |
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