+115.0%
DRAM vs DELL
+215.4%
-100.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.5% | +5.1% | +6.0% |
| 7D | +6.9% | +14.9% | -8.0% | +0.3% |
| 30D | +11.1% | +13.3% | -2.2% | +4.6% |
| 3M | -9.1% | +24.4% | -33.5% | -18.0% |
| All | +115.0% | +215.4% | -100.3% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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 · Available span rolling