+3,290.5%
DELL vs DLR
+157.7%
+3,132.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.2% |
| 7D | +17.1% | +5.0% | +12.1% | +14.8% |
| 30D | -35.1% | +3.0% | -38.1% | -35.5% |
| 3M | -23.3% | -6.3% | -17.0% | -20.7% |
| 6M | +55.8% | -4.8% | +60.6% | +59.2% |
| YTD | +198.0% | +21.0% | +177.0% | +177.0% |
| 1Y | +166.6% | +15.1% | +151.4% | +152.8% |
| 3Y | +427.6% | +56.0% | +371.6% | +349.6% |
| 5Y | +630.6% | +39.1% | +591.5% | +529.6% |
| 10Y | +2,866.3% | +193.3% | +2,673.0% | +1,957.1% |
| All | +3,290.5% | +157.7% | +3,132.9% | +2,346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling