+347.3%
ORCL vs DELL
+4,626.3%
-4,279.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.6% |
| 7D | +5.3% | +14.9% | -9.6% | +0.7% |
| 30D | +10.0% | +13.3% | -3.3% | +5.5% |
| 3M | -32.6% | +24.4% | -57.0% | -37.9% |
| 6M | +4.9% | +258.0% | -253.1% | -30.8% |
| YTD | -17.8% | +320.2% | -337.9% | -49.0% |
| 1Y | -28.0% | +319.1% | -347.0% | -55.5% |
| 3Y | +36.0% | +706.5% | -670.5% | -34.8% |
| 5Y | +88.7% | +1,071.9% | -983.2% | -22.3% |
| 10Y | +346.9% | +4,683.5% | -4,336.6% | +21.1% |
| All | +347.3% | +4,626.3% | -4,279.0% | +21.2% |
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 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