+60.5%
XOM vs DELL
+737.0%
-676.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.0% | -11.5% | +0.3% |
| 7D | +4.1% | +8.2% | -4.1% | +4.0% |
| 30D | +4.6% | +17.1% | -12.5% | +4.4% |
| 3M | +14.0% | +45.2% | -31.2% | +13.2% |
| 6M | +11.0% | +286.8% | -275.8% | +6.2% |
| YTD | +40.7% | +354.8% | -314.1% | +33.5% |
| 1Y | +52.3% | +358.3% | -305.9% | +44.0% |
| 3Y | +60.5% | +724.9% | -664.4% | +49.3% |
| All | +60.5% | +737.0% | -676.5% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling