+630.6%
DELL vs DT
-39.3%
+670.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +17.1% | +2.7% | +14.4% | +16.3% |
| 30D | -35.1% | -30.4% | -4.7% | -28.1% |
| 3M | -23.3% | -9.4% | -13.9% | -21.3% |
| 6M | +55.8% | +14.5% | +41.3% | +48.8% |
| YTD | +198.0% | +3.6% | +194.4% | +189.9% |
| 1Y | +166.6% | -3.4% | +170.0% | +164.6% |
| 3Y | +427.6% | -11.1% | +438.7% | +432.7% |
| 5Y | +630.6% | -39.5% | +670.1% | +662.1% |
| All | +630.6% | -39.3% | +670.0% | +662.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling