+1,198.9%
DELL vs DT
+75.7%
+1,123.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.1% |
| 7D | +4.9% | +3.1% | +1.7% | +4.0% |
| 30D | -32.1% | -29.5% | -2.5% | -25.3% |
| 3M | -30.2% | -11.7% | -18.5% | -28.0% |
| 6M | +41.7% | +29.0% | +12.7% | +31.7% |
| YTD | +176.6% | +3.4% | +173.2% | +169.1% |
| 1Y | +159.9% | -4.2% | +164.2% | +158.3% |
| 3Y | +388.0% | -12.8% | +400.8% | +393.0% |
| 5Y | +578.2% | -39.6% | +617.8% | +619.7% |
| All | +1,198.9% | +75.7% | +1,123.2% | +844.0% |
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