+678.3%
DELL vs DD
+42.2%
+636.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.8% | +1.8% |
| 7D | +8.7% | -3.8% | +12.5% | +11.1% |
| 30D | +16.9% | -9.2% | +26.1% | +23.6% |
| 3M | +40.4% | -9.0% | +49.4% | +48.0% |
| 6M | +267.1% | -5.0% | +272.0% | +278.7% |
| YTD | +329.1% | +7.4% | +321.7% | +315.5% |
| 1Y | +346.9% | +35.1% | +311.8% | +280.2% |
| All | +678.3% | +42.2% | +636.2% | +557.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling