+630.6%
DELL vs DIA
+57.9%
+572.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | +17.1% | +1.6% | +15.5% | +14.6% |
| 30D | -35.1% | +1.2% | -36.3% | -36.1% |
| 3M | -23.3% | -2.4% | -20.9% | -19.9% |
| 6M | +55.8% | +5.7% | +50.1% | +45.8% |
| YTD | +198.0% | +9.9% | +188.0% | +164.3% |
| 1Y | +166.6% | +9.8% | +156.8% | +137.3% |
| 3Y | +427.6% | +59.8% | +367.9% | +184.5% |
| 5Y | +630.6% | +57.7% | +573.0% | +298.6% |
| All | +630.6% | +57.9% | +572.7% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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