+17.5%
SPY vs DELL
+315.7%
-298.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.2% |
| 7D | -2.0% | -1.9% | -0.1% | -1.9% |
| 30D | -1.7% | +14.9% | -16.5% | -2.7% |
| 3M | +4.7% | +37.2% | -32.5% | +2.1% |
| 6M | +12.5% | +254.0% | -241.5% | +0.8% |
| YTD | +11.7% | +306.1% | -294.4% | -1.5% |
| 1Y | +17.5% | +312.3% | -294.8% | +4.8% |
| All | +17.5% | +315.7% | -298.2% | +4.8% |
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