-50.4%
INTC vs DELL
+41.3%
-91.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.7% | +0.3% |
| 7D | +6.0% | +4.9% | +1.1% | +4.0% |
| 30D | -39.2% | -32.1% | -7.1% | -29.8% |
| 3M | -42.9% | -30.2% | -12.7% | -34.7% |
| 6M | -50.4% | +41.7% | -92.1% | -45.2% |
| All | -50.4% | +41.3% | -91.7% | -45.2% |
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 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