+1,055.3%
DELL vs DD
+57.4%
+998.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -5.1% |
| 7D | -1.9% | -2.9% | +1.0% | -0.2% |
| 30D | +14.9% | -11.5% | +26.4% | +23.7% |
| 3M | +37.2% | -5.4% | +42.6% | +41.6% |
| 6M | +254.0% | -6.9% | +260.9% | +269.7% |
| YTD | +306.1% | +6.9% | +299.3% | +291.5% |
| 1Y | +312.3% | +35.6% | +276.6% | +243.3% |
| 3Y | +654.0% | +42.5% | +611.5% | +497.0% |
| 5Y | +1,055.3% | +58.5% | +996.9% | +745.4% |
| All | +1,055.3% | +57.4% | +998.0% | +745.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling