+228.3%
ORCL vs DELL
+2,866.5%
-2,638.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.3% |
| 7D | -11.2% | -22.6% | +11.4% | -3.9% |
| 30D | -18.8% | -43.2% | +24.3% | -3.7% |
| 3M | -18.8% | -24.8% | +6.1% | -12.2% |
| 6M | -39.7% | +38.0% | -77.7% | -47.1% |
| YTD | -39.6% | +163.7% | -203.4% | -57.1% |
| 1Y | -51.7% | +122.5% | -174.3% | -63.9% |
| 3Y | +10.2% | +377.0% | -366.7% | -38.4% |
| 5Y | +30.8% | +542.6% | -511.7% | -35.6% |
| 10Y | +252.1% | +2,554.1% | -2,302.1% | +10.0% |
| All | +228.3% | +2,866.5% | -2,638.2% | +2.0% |
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