+14.8%
SPY vs DELL
+142.0%
-127.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.8% | +10.5% | +2.2% |
| 7D | -0.7% | -24.6% | +23.9% | +1.1% |
| 30D | -1.0% | -32.5% | +31.5% | +1.3% |
| 3M | -0.3% | -20.2% | +19.9% | +0.8% |
| 6M | +7.3% | +76.5% | -69.1% | +1.9% |
| YTD | +13.3% | +198.9% | -185.6% | +2.9% |
| 1Y | +14.8% | +143.3% | -128.5% | +7.0% |
| All | +14.8% | +142.0% | -127.2% | +7.0% |
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 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