+400.3%
META vs DELL
+4,626.3%
-4,226.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +6.7% | +14.9% | -8.2% | +2.7% |
| 30D | +4.8% | +13.3% | -8.5% | +0.8% |
| 3M | -1.6% | +24.4% | -26.0% | -9.1% |
| 6M | -7.5% | +258.0% | -265.5% | -39.9% |
| YTD | -6.4% | +320.2% | -326.6% | -43.0% |
| 1Y | -17.3% | +319.1% | -336.4% | -50.3% |
| 3Y | +109.9% | +706.5% | -596.6% | -9.4% |
| 5Y | +65.4% | +1,071.9% | -1,006.5% | -40.2% |
| 10Y | +391.8% | +4,683.5% | -4,291.7% | +6.5% |
| All | +400.3% | +4,626.3% | -4,226.0% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling