+1,122.0%
DELL vs Z
-67.0%
+1,189.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.9% |
| 7D | +25.6% | -3.3% | +28.9% | +26.3% |
| 30D | +17.7% | -3.7% | +21.4% | +18.1% |
| 3M | +33.4% | -7.0% | +40.4% | +34.1% |
| 6M | +266.2% | -29.5% | +295.7% | +285.1% |
| YTD | +328.0% | -52.6% | +380.6% | +383.7% |
| 1Y | +339.6% | -64.0% | +403.6% | +421.6% |
| 3Y | +694.6% | -36.4% | +731.0% | +726.4% |
| 5Y | +1,122.0% | -65.8% | +1,187.7% | +1,125.5% |
| All | +1,122.0% | -67.0% | +1,189.0% | +1,125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling