-17.3%
META vs DELL
+328.0%
-345.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +1.0% |
| 7D | +6.7% | +14.9% | -8.2% | +6.2% |
| 30D | +4.8% | +13.3% | -8.5% | +4.3% |
| 3M | -1.6% | +24.4% | -26.0% | -2.3% |
| 6M | -7.5% | +258.0% | -265.5% | -15.1% |
| YTD | -6.4% | +320.2% | -326.6% | -15.5% |
| 1Y | -17.3% | +319.1% | -336.4% | -20.2% |
| All | -17.3% | +328.0% | -345.3% | -20.2% |
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 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