+314.1%
SPY vs DELL
+4,626.3%
-4,312.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +0.1% | +14.9% | -14.8% | -3.0% |
| 30D | +0.1% | +13.3% | -13.2% | -3.0% |
| 3M | +2.0% | +24.4% | -22.4% | -4.0% |
| 6M | +13.0% | +258.0% | -245.0% | -18.5% |
| YTD | +13.5% | +320.2% | -306.6% | -22.0% |
| 1Y | +20.0% | +319.1% | -299.1% | -18.3% |
| 3Y | +77.2% | +706.5% | -629.3% | -7.4% |
| 5Y | +81.9% | +1,071.9% | -990.0% | -18.4% |
| 10Y | +314.1% | +4,683.5% | -4,369.4% | +26.0% |
| All | +314.1% | +4,626.3% | -4,312.2% | +25.9% |
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