+143.3%
DELL vs EL
+25.6%
+117.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.3% | -15.1% | -9.2% |
| 7D | -24.6% | +2.5% | -27.1% | -24.6% |
| 30D | -32.5% | +20.1% | -52.6% | -33.6% |
| 3M | -20.2% | +29.3% | -49.5% | -22.0% |
| 6M | +76.5% | +38.8% | +37.7% | +68.6% |
| YTD | +198.9% | +8.1% | +190.8% | +187.0% |
| 1Y | +143.3% | +22.3% | +121.0% | +108.2% |
| All | +143.3% | +25.6% | +117.7% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling