+4,782.6%
DELL vs DTE
+138.6%
+4,644.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +8.7% | 0.0% | +8.7% | +8.8% |
| 30D | +16.9% | -0.5% | +17.4% | +17.1% |
| 3M | +40.4% | -6.0% | +46.5% | +43.2% |
| 6M | +267.1% | -7.2% | +274.3% | +273.9% |
| YTD | +329.1% | +7.2% | +321.9% | +313.5% |
| 1Y | +346.9% | +4.1% | +342.9% | +334.8% |
| 3Y | +696.6% | +46.9% | +649.8% | +549.9% |
| 5Y | +1,106.2% | +32.9% | +1,073.3% | +917.2% |
| 10Y | +4,177.7% | +144.5% | +4,033.3% | +2,619.8% |
| All | +4,782.6% | +138.6% | +4,644.0% | +3,066.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling