+143.3%
DELL vs DE
+49.6%
+93.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.4% | -9.0% |
| 7D | -24.6% | +5.6% | -30.2% | -25.3% |
| 30D | -32.5% | -0.8% | -31.6% | -32.3% |
| 3M | -20.2% | +9.8% | -30.0% | -21.7% |
| 6M | +76.5% | +17.5% | +58.9% | +71.4% |
| YTD | +198.9% | +46.5% | +152.5% | +200.7% |
| 1Y | +143.3% | +46.1% | +97.2% | +145.2% |
| All | +143.3% | +49.6% | +93.7% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling