+750.1%
GOOG vs DELL
+4,726.5%
-3,976.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -1.6% | +8.7% | -10.3% | -3.3% |
| 30D | -7.7% | +16.9% | -24.6% | -11.2% |
| 3M | -9.3% | +40.4% | -49.7% | -17.2% |
| 6M | +7.4% | +267.1% | -259.6% | -25.1% |
| YTD | +4.9% | +329.1% | -324.2% | -30.6% |
| 1Y | +37.2% | +346.9% | -309.7% | -11.2% |
| 3Y | +141.6% | +696.6% | -555.0% | +18.0% |
| 5Y | +128.8% | +1,106.2% | -977.4% | -7.4% |
| 10Y | +772.7% | +4,177.7% | -3,405.0% | +125.9% |
| All | +750.1% | +4,726.5% | -3,976.4% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling