+4,404.4%
DELL vs DD
+66.6%
+4,337.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.2% | +12.1% |
| 7D | +8.2% | -3.5% | +11.7% | +10.2% |
| 30D | +17.1% | -11.7% | +28.7% | +24.8% |
| 3M | +45.2% | -9.2% | +54.4% | +52.3% |
| 6M | +286.8% | -7.2% | +294.0% | +302.2% |
| YTD | +354.8% | +6.6% | +348.2% | +341.4% |
| 1Y | +358.3% | +32.0% | +326.3% | +297.6% |
| 3Y | +724.9% | +42.1% | +682.8% | +578.4% |
| 5Y | +1,193.7% | +58.1% | +1,135.6% | +897.2% |
| All | +4,404.4% | +66.6% | +4,337.9% | +2,802.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling