+2,954.5%
DELL vs Z
-14.4%
+2,968.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -2.5% |
| 7D | -18.1% | -6.5% | -11.7% | -17.2% |
| 30D | -42.9% | -0.1% | -42.8% | -43.3% |
| 3M | -26.9% | -14.1% | -12.7% | -25.7% |
| 6M | +28.8% | -30.1% | +58.8% | +35.2% |
| YTD | +168.4% | -57.5% | +226.0% | +207.7% |
| 1Y | +136.8% | -60.3% | +197.1% | +174.7% |
| 3Y | +375.3% | -21.0% | +396.4% | +366.0% |
| 5Y | +551.0% | -54.9% | +605.9% | +577.9% |
| 10Y | +2,566.3% | -16.0% | +2,582.3% | +2,017.1% |
| All | +2,954.5% | -14.4% | +2,968.9% | +2,325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling