+136.0%
GOOG vs DELL
+1,152.3%
-1,016.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.0% | -10.4% | -0.3% |
| 7D | 0.0% | +8.2% | -8.2% | -1.3% |
| 30D | -2.0% | +17.1% | -19.0% | -4.7% |
| 3M | -5.9% | +45.2% | -51.0% | -12.4% |
| 6M | +8.9% | +286.8% | -277.9% | -18.0% |
| YTD | +7.1% | +354.8% | -347.7% | -22.7% |
| 1Y | +39.7% | +358.3% | -318.6% | -0.3% |
| 3Y | +145.8% | +724.9% | -579.1% | +34.4% |
| All | +136.0% | +1,152.3% | -1,016.2% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling