+3,047.2%
DELL vs DRI
+392.4%
+2,654.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.5% | -7.3% |
| 7D | +4.9% | +1.1% | +3.8% | +4.5% |
| 30D | -32.1% | +9.7% | -41.8% | -34.4% |
| 3M | -30.2% | +3.2% | -33.4% | -31.5% |
| 6M | +41.7% | +20.6% | +21.1% | +31.1% |
| YTD | +176.6% | +28.3% | +148.3% | +148.5% |
| 1Y | +159.9% | +34.5% | +125.4% | +129.2% |
| 3Y | +388.0% | +66.5% | +321.4% | +292.0% |
| 5Y | +578.2% | +79.6% | +498.6% | +424.4% |
| 10Y | +2,653.4% | +333.8% | +2,319.6% | +1,464.6% |
| All | +3,047.2% | +392.4% | +2,654.8% | +1,638.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling