+425.7%
META vs DELL
+2,698.4%
-2,272.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.4% | -0.3% | +3.8% |
| 7D | +5.7% | -11.8% | +17.5% | +8.6% |
| 30D | -10.8% | -40.8% | +30.1% | +0.6% |
| 3M | +8.4% | -23.6% | +32.0% | +13.2% |
| 6M | +5.4% | +33.4% | -28.0% | -9.9% |
| YTD | -2.6% | +178.0% | -180.6% | -35.4% |
| 1Y | +3.5% | +138.6% | -135.0% | -28.3% |
| 3Y | +102.0% | +400.9% | -298.9% | -3.0% |
| 5Y | +93.1% | +580.7% | -487.7% | -20.7% |
| 10Y | +425.7% | +2,655.3% | -2,229.6% | +16.7% |
| All | +425.7% | +2,698.4% | -2,272.7% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling