+33.3%
ORCL vs DELL
+707.5%
-674.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.8% |
| 7D | +15.0% | +25.6% | -10.6% | +6.9% |
| 30D | +10.5% | +17.7% | -7.1% | +4.8% |
| 3M | -23.0% | +33.4% | -56.4% | -30.7% |
| 6M | +7.0% | +266.2% | -259.2% | -29.8% |
| YTD | -15.8% | +328.0% | -343.8% | -47.9% |
| 1Y | -31.1% | +339.6% | -370.7% | -57.8% |
| 3Y | +33.3% | +694.6% | -661.3% | -34.6% |
| All | +33.3% | +707.5% | -674.3% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling