+46.0%
XOM vs DELL
+328.0%
-282.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.6% |
| 7D | +1.8% | +14.9% | -13.1% | +2.3% |
| 30D | +5.9% | +13.3% | -7.4% | +6.4% |
| 3M | +5.6% | +24.4% | -18.8% | +6.5% |
| 6M | +7.9% | +258.0% | -250.2% | +9.1% |
| YTD | +35.2% | +320.2% | -285.0% | +35.9% |
| 1Y | +46.0% | +319.1% | -273.1% | +50.1% |
| All | +46.0% | +328.0% | -282.0% | +50.1% |
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