+1,106.2%
DELL vs ED
+66.4%
+1,039.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | 0.0% |
| 7D | +8.7% | -0.2% | +8.9% | +8.7% |
| 30D | +16.9% | +1.9% | +14.9% | +17.6% |
| 3M | +40.4% | +1.9% | +38.6% | +41.4% |
| 6M | +267.1% | -2.3% | +269.3% | +267.5% |
| YTD | +329.1% | +10.9% | +318.2% | +342.0% |
| 1Y | +346.9% | +14.5% | +332.4% | +364.2% |
| 3Y | +696.6% | +33.4% | +663.3% | +709.7% |
| 5Y | +1,106.2% | +67.3% | +1,038.9% | +1,073.6% |
| All | +1,106.2% | +66.4% | +1,039.8% | +1,073.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling