+3,290.5%
DELL vs DRI
+390.6%
+2,900.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +17.1% | -0.3% | +17.5% | +17.3% |
| 30D | -35.1% | +10.8% | -45.9% | -37.5% |
| 3M | -23.3% | +0.9% | -24.2% | -24.2% |
| 6M | +55.8% | +16.3% | +39.5% | +45.9% |
| YTD | +198.0% | +27.8% | +170.2% | +168.0% |
| 1Y | +166.6% | +33.9% | +132.7% | +135.5% |
| 3Y | +427.6% | +67.2% | +360.4% | +323.2% |
| 5Y | +630.6% | +79.0% | +551.7% | +465.7% |
| 10Y | +2,866.3% | +332.2% | +2,534.1% | +1,587.7% |
| All | +3,290.5% | +390.6% | +2,900.0% | +1,774.9% |
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