+1,145.9%
DELL vs DTE
+30.3%
+1,115.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.3% | +13.3% | +12.0% |
| 7D | +8.2% | -2.6% | +10.8% | +8.3% |
| 30D | +17.1% | -4.4% | +21.5% | +17.1% |
| 3M | +45.2% | -8.3% | +53.5% | +45.1% |
| 6M | +286.8% | -8.1% | +294.8% | +286.7% |
| YTD | +354.8% | +4.4% | +350.4% | +350.9% |
| 1Y | +358.3% | +0.2% | +358.1% | +355.6% |
| 3Y | +724.9% | +42.6% | +682.3% | +678.5% |
| All | +1,145.9% | +30.3% | +1,115.6% | +1,111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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