+3,290.5%
DELL vs ED
+127.5%
+3,163.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +17.1% | -1.7% | +18.8% | +17.1% |
| 30D | -35.1% | +10.7% | -45.8% | -35.3% |
| 3M | -23.3% | +11.6% | -34.9% | -23.5% |
| 6M | +55.8% | +13.5% | +42.3% | +55.0% |
| YTD | +198.0% | +23.1% | +174.8% | +194.3% |
| 1Y | +166.6% | +23.1% | +143.5% | +163.1% |
| 3Y | +427.6% | +47.9% | +379.7% | +394.0% |
| 5Y | +630.6% | +83.9% | +546.8% | +543.5% |
| 10Y | +2,866.3% | +142.1% | +2,724.2% | +2,304.3% |
| All | +3,290.5% | +127.5% | +3,163.0% | +2,701.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling