+255.6%
XOM vs DELL
+1,018.3%
-762.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +6.0% | +0.9% |
| 7D | +1.9% | -1.9% | +3.8% | +2.0% |
| 30D | +4.1% | +14.9% | -10.8% | +3.0% |
| 3M | +10.4% | +37.2% | -26.8% | +7.6% |
| 6M | +13.0% | +254.0% | -241.0% | +0.1% |
| YTD | +40.1% | +306.1% | -266.1% | +22.0% |
| 1Y | +51.1% | +312.3% | -261.1% | +30.7% |
| 3Y | +57.7% | +654.0% | -596.3% | +15.3% |
| All | +255.6% | +1,018.3% | -762.8% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling