+44.5%
GOOG vs DELL
+328.0%
-283.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | -2.2% | +14.9% | -17.1% | -2.6% |
| 30D | -6.9% | +13.3% | -20.2% | -7.2% |
| 3M | -9.1% | +24.4% | -33.5% | -9.8% |
| 6M | +10.6% | +258.0% | -247.4% | +4.7% |
| YTD | +7.0% | +320.2% | -313.2% | +0.1% |
| 1Y | +44.5% | +319.1% | -274.5% | +37.3% |
| All | +44.5% | +328.0% | -283.4% | +37.3% |
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 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 · 6 months rolling