+42.7%
ORCL vs DELL
+572.6%
-529.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.2% | +5.8% | +0.9% |
| 7D | +8.0% | +4.9% | +3.1% | +6.3% |
| 30D | -4.0% | -32.1% | +28.1% | +7.7% |
| 3M | -19.5% | -30.2% | +10.8% | -10.9% |
| 6M | -33.5% | +41.7% | -75.2% | -41.7% |
| YTD | -34.8% | +176.6% | -211.4% | -54.1% |
| 1Y | -41.6% | +159.9% | -201.6% | -58.1% |
| 3Y | +13.8% | +388.0% | -374.2% | -35.7% |
| All | +42.7% | +572.6% | -529.9% | -29.9% |
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