+52.3%
XOM vs DELL
+359.9%
-307.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.0% | -11.5% | +0.9% |
| 7D | +4.1% | +8.2% | -4.1% | +4.4% |
| 30D | +4.6% | +17.1% | -12.5% | +5.3% |
| 3M | +14.0% | +45.2% | -31.2% | +15.5% |
| 6M | +11.0% | +286.8% | -275.8% | +13.0% |
| YTD | +40.7% | +354.8% | -314.1% | +42.5% |
| 1Y | +52.3% | +358.3% | -305.9% | +56.1% |
| All | +52.3% | +359.9% | -307.6% | +56.1% |
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