+678.3%
DELL vs ED
+34.3%
+644.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | -0.3% |
| 7D | +8.7% | -0.2% | +8.9% | +8.6% |
| 30D | +16.9% | +1.9% | +14.9% | +18.8% |
| 3M | +40.4% | +1.9% | +38.6% | +43.1% |
| 6M | +267.1% | -2.3% | +269.3% | +266.8% |
| YTD | +329.1% | +10.9% | +318.2% | +370.1% |
| 1Y | +346.9% | +14.5% | +332.4% | +403.9% |
| All | +678.3% | +34.3% | +644.0% | +869.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling