+3,922.7%
DELL vs EL
+25.3%
+3,897.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -4.6% |
| 7D | -1.9% | -4.4% | +2.5% | -0.4% |
| 30D | +14.9% | +10.3% | +4.6% | +10.2% |
| 3M | +37.2% | +13.4% | +23.9% | +29.8% |
| 6M | +254.0% | +3.1% | +250.9% | +241.9% |
| YTD | +306.1% | -6.9% | +313.1% | +301.6% |
| 1Y | +312.3% | +11.9% | +300.4% | +278.6% |
| 3Y | +654.0% | -33.8% | +687.8% | +674.0% |
| 5Y | +1,055.3% | -69.0% | +1,124.3% | +1,518.8% |
| All | +3,922.7% | +25.3% | +3,897.4% | +3,217.3% |
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