+633.1%
DELL vs ED
+82.4%
+550.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.1% | +11.8% | +11.7% |
| 7D | +0.4% | -0.9% | +1.3% | +0.1% |
| 30D | -35.1% | +11.2% | -46.3% | -32.5% |
| 3M | -15.1% | +11.8% | -26.9% | -11.5% |
| 6M | +51.7% | +14.1% | +37.6% | +59.6% |
| YTD | +200.0% | +23.0% | +177.0% | +221.8% |
| 1Y | +172.1% | +23.7% | +148.5% | +192.8% |
| 3Y | +431.2% | +47.7% | +383.5% | +463.5% |
| 5Y | +633.1% | +82.6% | +550.5% | +615.0% |
| All | +633.1% | +82.4% | +550.7% | +615.0% |
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