+3,047.2%
DELL vs DG
+74.2%
+2,973.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.3% | -6.8% | -7.1% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | -32.1% | +3.2% | -35.3% | -32.5% |
| 3M | -30.2% | +10.4% | -40.7% | -31.4% |
| 6M | +41.7% | +33.2% | +8.5% | +35.0% |
| YTD | +176.6% | +3.0% | +173.6% | +172.6% |
| 1Y | +159.9% | +31.2% | +128.7% | +146.7% |
| 3Y | +388.0% | +21.8% | +366.2% | +354.8% |
| 5Y | +578.2% | -35.0% | +613.2% | +632.9% |
| 10Y | +2,653.4% | +106.0% | +2,547.4% | +2,299.3% |
| All | +3,047.2% | +74.2% | +2,973.0% | +2,675.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling