+172.4%
KO vs DELL
+4,468.3%
-4,295.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.7% | +0.6% |
| 7D | -1.1% | -1.9% | +0.8% | -1.0% |
| 30D | +1.6% | +14.9% | -13.3% | +0.8% |
| 3M | +5.8% | +37.2% | -31.5% | +3.6% |
| 6M | +14.3% | +254.0% | -239.7% | +3.8% |
| YTD | +27.3% | +306.1% | -278.8% | +14.1% |
| 1Y | +33.2% | +312.3% | -279.1% | +18.7% |
| 3Y | +64.5% | +654.0% | -589.6% | +29.0% |
| 5Y | +83.1% | +1,055.3% | -972.2% | +30.3% |
| 10Y | +183.9% | +3,948.9% | -3,765.0% | +59.7% |
| All | +172.4% | +4,468.3% | -4,295.9% | +50.7% |
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 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