+2,662.4%
DELL vs EL
+62.2%
+2,600.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.1% | -8.3% | -7.5% |
| 7D | +4.9% | +1.5% | +3.3% | +4.3% |
| 30D | -32.1% | +10.0% | -42.1% | -34.4% |
| 3M | -30.2% | +28.4% | -58.6% | -36.8% |
| 6M | +41.7% | +37.1% | +4.7% | +24.5% |
| YTD | +176.6% | +7.8% | +168.8% | +158.6% |
| 1Y | +159.9% | +26.0% | +133.9% | +129.0% |
| 3Y | +388.0% | +3.8% | +384.2% | +322.4% |
| 5Y | +578.2% | -65.2% | +643.4% | +818.4% |
| All | +2,662.4% | +62.2% | +2,600.2% | +1,994.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling