+462.9%
META vs DELL
+2,653.9%
-2,191.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.2% | +10.1% | +4.6% |
| 7D | +5.2% | +4.9% | +0.3% | +3.5% |
| 30D | -13.0% | -32.1% | +19.1% | -5.5% |
| 3M | +7.9% | -30.2% | +38.2% | +15.2% |
| 6M | +4.2% | +41.7% | -37.5% | -12.8% |
| YTD | -2.5% | +176.6% | -179.1% | -35.6% |
| 1Y | +5.6% | +159.9% | -154.4% | -29.1% |
| 3Y | +96.8% | +388.0% | -291.2% | -4.9% |
| 5Y | +90.0% | +578.2% | -488.2% | -22.2% |
| All | +462.9% | +2,653.9% | -2,191.0% | +28.3% |
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