+1,103.1%
DELL vs DRI
+71.2%
+1,031.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | +25.6% | -1.2% | +26.8% | +26.2% |
| 30D | +17.7% | -0.4% | +18.0% | +17.7% |
| 3M | +33.4% | +9.5% | +23.9% | +28.1% |
| 6M | +266.2% | +6.5% | +259.8% | +254.2% |
| YTD | +328.0% | +18.4% | +309.6% | +293.6% |
| 1Y | +339.6% | +4.2% | +335.4% | +324.4% |
| 3Y | +694.6% | +57.1% | +637.5% | +526.3% |
| All | +1,103.1% | +71.2% | +1,031.9% | +778.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling