+4,681.2%
DELL vs DD
+74.7%
+4,606.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.3% |
| 7D | +14.9% | -3.5% | +18.4% | +17.1% |
| 30D | +13.3% | -10.3% | +23.6% | +19.8% |
| 3M | +24.4% | -7.5% | +31.9% | +29.4% |
| 6M | +258.0% | -8.0% | +266.0% | +273.6% |
| YTD | +320.2% | +10.5% | +309.7% | +300.6% |
| 1Y | +319.1% | +38.3% | +280.8% | +255.1% |
| 3Y | +706.5% | +42.5% | +664.0% | +561.9% |
| 5Y | +1,071.9% | +60.2% | +1,011.7% | +796.1% |
| 10Y | +4,683.5% | +68.9% | +4,614.6% | +2,977.8% |
| All | +4,681.2% | +74.7% | +4,606.6% | +2,918.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling