+2,662.4%
DELL vs DLR
+188.2%
+2,474.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.9% | -5.3% | -6.4% |
| 7D | +4.9% | +3.3% | +1.5% | +3.5% |
| 30D | -32.1% | +4.6% | -36.7% | -33.0% |
| 3M | -30.2% | -8.3% | -22.0% | -27.1% |
| 6M | +41.7% | -5.6% | +47.3% | +45.5% |
| YTD | +176.6% | +18.7% | +157.9% | +158.9% |
| 1Y | +159.9% | +17.1% | +142.8% | +144.7% |
| 3Y | +388.0% | +54.4% | +333.6% | +316.5% |
| 5Y | +578.2% | +36.5% | +541.7% | +487.7% |
| All | +2,662.4% | +188.2% | +2,474.2% | +1,773.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling