-32.3%
ORCL vs DELL
+348.5%
-380.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +10.9% | +8.7% | +2.1% | +7.9% |
| 30D | +7.0% | +16.9% | -9.9% | +1.3% |
| 3M | -21.2% | +40.4% | -61.6% | -30.8% |
| 6M | +7.4% | +267.1% | -259.7% | -29.9% |
| YTD | -16.3% | +329.1% | -345.4% | -48.2% |
| 1Y | -32.3% | +346.9% | -379.2% | -62.2% |
| All | -32.3% | +348.5% | -380.8% | -62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling