+447.1%
META vs DELL
+2,866.9%
-2,419.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +3.1% | +17.1% | -14.1% | -1.1% |
| 30D | -18.2% | -35.1% | +16.9% | -10.1% |
| 3M | +7.8% | -23.3% | +31.1% | +12.6% |
| 6M | +3.6% | +55.8% | -52.2% | -15.3% |
| YTD | -5.3% | +198.0% | -203.3% | -38.4% |
| 1Y | +2.7% | +166.6% | -163.8% | -31.1% |
| 3Y | +91.5% | +427.6% | -336.1% | -9.1% |
| 5Y | +84.7% | +630.6% | -546.0% | -25.6% |
| All | +447.1% | +2,866.9% | -2,419.8% | +22.6% |
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