+3,047.2%
DELL vs Z
-12.0%
+3,059.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.5% | -10.6% | -7.8% |
| 7D | +4.9% | +0.8% | +4.0% | +4.7% |
| 30D | -32.1% | +5.2% | -37.3% | -33.2% |
| 3M | -30.2% | -17.0% | -13.2% | -28.6% |
| 6M | +41.7% | -22.7% | +64.4% | +45.9% |
| YTD | +176.6% | -56.3% | +232.9% | +215.4% |
| 1Y | +159.9% | -57.7% | +217.6% | +197.8% |
| 3Y | +388.0% | -16.5% | +404.5% | +373.3% |
| 5Y | +578.2% | -53.4% | +631.6% | +601.8% |
| 10Y | +2,653.4% | -15.9% | +2,669.3% | +2,081.3% |
| All | +3,047.2% | -12.0% | +3,059.1% | +2,386.2% |
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