+3,922.7%
DELL vs DRI
+348.7%
+3,574.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.0% |
| 7D | -1.9% | -4.8% | +2.9% | -0.3% |
| 30D | +14.9% | -5.2% | +20.1% | +16.9% |
| 3M | +37.2% | +2.7% | +34.5% | +35.1% |
| 6M | +254.0% | +3.6% | +250.4% | +246.3% |
| YTD | +306.1% | +15.4% | +290.7% | +280.6% |
| 1Y | +312.3% | +1.3% | +311.0% | +302.8% |
| 3Y | +654.0% | +53.1% | +600.9% | +526.0% |
| 5Y | +1,055.3% | +64.6% | +990.8% | +825.2% |
| All | +3,922.7% | +348.7% | +3,574.0% | +2,204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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