+1,145.9%
DELL vs DLR
+43.3%
+1,102.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.2% | +11.2% |
| 7D | +8.2% | +0.1% | +8.1% | +8.3% |
| 30D | +17.1% | -4.3% | +21.4% | +19.7% |
| 3M | +45.2% | +3.8% | +41.3% | +42.7% |
| 6M | +286.8% | +5.8% | +280.9% | +275.7% |
| YTD | +354.8% | +23.5% | +331.2% | +311.3% |
| 1Y | +358.3% | +11.1% | +347.2% | +333.9% |
| 3Y | +724.9% | +57.9% | +667.0% | +583.3% |
| All | +1,145.9% | +43.3% | +1,102.6% | +912.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling