+311.2%
SPY vs DELL
+4,034.9%
-3,723.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.5% |
| 7D | -2.0% | -1.9% | -0.1% | -1.6% |
| 30D | -1.7% | +14.9% | -16.5% | -5.0% |
| 3M | +4.7% | +37.2% | -32.5% | -3.5% |
| 6M | +12.5% | +254.0% | -241.5% | -18.9% |
| YTD | +11.7% | +306.1% | -294.4% | -22.9% |
| 1Y | +17.5% | +312.3% | -294.8% | -20.0% |
| 3Y | +76.6% | +654.0% | -577.5% | -6.6% |
| 5Y | +82.0% | +1,055.3% | -973.3% | -18.9% |
| All | +311.2% | +4,034.9% | -3,723.6% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling