+81.9%
META vs DELL
+542.5%
-460.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.8% | +0.1% |
| 7D | -0.8% | -22.6% | +21.8% | +4.2% |
| 30D | -15.4% | -43.2% | +27.8% | -5.6% |
| 3M | +3.5% | -24.8% | +28.3% | +7.7% |
| 6M | -0.3% | +38.0% | -38.3% | -14.6% |
| YTD | -7.3% | +163.7% | -171.1% | -35.7% |
| 1Y | -1.1% | +122.5% | -123.6% | -28.0% |
| 3Y | +95.1% | +377.0% | -281.9% | -6.4% |
| All | +81.9% | +542.5% | -460.5% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling