+2,035.7%
DELL vs DT
+100.3%
+1,935.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +12.2% |
| 7D | +8.2% | -1.6% | +9.8% | +8.6% |
| 30D | +17.1% | +3.0% | +14.0% | +15.8% |
| 3M | +45.2% | +26.5% | +18.7% | +34.9% |
| 6M | +286.8% | +35.9% | +250.8% | +250.8% |
| YTD | +354.8% | +17.8% | +336.9% | +327.3% |
| 1Y | +358.3% | +4.1% | +354.2% | +344.4% |
| 3Y | +724.9% | +5.3% | +719.6% | +691.8% |
| 5Y | +1,193.7% | -27.2% | +1,220.9% | +1,199.3% |
| All | +2,035.7% | +100.3% | +1,935.5% | +1,398.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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