+13.5%
SPY vs DELL
+149.0%
-135.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.8% | +0.2% |
| 7D | +2.6% | +4.9% | -2.3% | +2.2% |
| 30D | -2.0% | -32.1% | +30.1% | +0.3% |
| 3M | -2.8% | -30.2% | +27.5% | -0.9% |
| 6M | +2.1% | +41.7% | -39.6% | -1.3% |
| YTD | +11.5% | +176.6% | -165.1% | +1.7% |
| 1Y | +13.5% | +159.9% | -146.5% | +4.2% |
| All | +13.5% | +149.0% | -135.6% | +4.2% |
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 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