+4,681.2%
DELL vs DLR
+162.8%
+4,518.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +14.9% | +1.6% | +13.3% | +14.3% |
| 30D | +13.3% | -3.4% | +16.6% | +15.1% |
| 3M | +24.4% | +0.5% | +23.9% | +23.9% |
| 6M | +258.0% | +4.6% | +253.5% | +250.3% |
| YTD | +320.2% | +23.4% | +296.8% | +285.1% |
| 1Y | +319.1% | +19.0% | +300.0% | +288.8% |
| 3Y | +706.5% | +56.5% | +650.0% | +579.6% |
| 5Y | +1,071.9% | +33.3% | +1,038.6% | +913.9% |
| 10Y | +4,683.5% | +165.1% | +4,518.3% | +3,270.7% |
| All | +4,681.2% | +162.8% | +4,518.5% | +3,301.0% |
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