+1,055.3%
DELL vs DG
-39.4%
+1,094.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.1% | -5.3% |
| 7D | -1.9% | -6.3% | +4.4% | -1.6% |
| 30D | +14.9% | +2.4% | +12.5% | +14.7% |
| 3M | +37.2% | +12.4% | +24.8% | +35.7% |
| 6M | +254.0% | -14.9% | +268.9% | +256.1% |
| YTD | +306.1% | -6.1% | +312.2% | +306.1% |
| 1Y | +312.3% | +17.9% | +294.4% | +305.5% |
| 3Y | +654.0% | +3.1% | +650.9% | +652.9% |
| 5Y | +1,055.3% | -38.7% | +1,094.0% | +1,225.2% |
| All | +1,055.3% | -39.4% | +1,094.7% | +1,225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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