+358.3%
DELL vs Z
-62.2%
+420.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.0% | +8.0% | +12.0% |
| 7D | +8.2% | -6.0% | +14.3% | +7.9% |
| 30D | +17.1% | -2.3% | +19.4% | +16.9% |
| 3M | +45.2% | -0.6% | +45.8% | +46.1% |
| 6M | +286.8% | -27.6% | +314.4% | +290.4% |
| YTD | +354.8% | -52.4% | +407.1% | +364.8% |
| 1Y | +358.3% | -63.6% | +421.9% | +311.9% |
| All | +358.3% | -62.2% | +420.4% | +311.9% |
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