-19.3%
DRAM vs DELL
+49.2%
-68.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.7% | +2.5% | +4.4% |
| 7D | -18.2% | -22.6% | +4.4% | -7.4% |
| 30D | -34.5% | -43.2% | +8.6% | -15.6% |
| 3M | -23.6% | -24.8% | +1.2% | -14.0% |
| 6M | -19.3% | +38.0% | -57.3% | -19.3% |
| All | -19.3% | +49.2% | -68.5% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling