+678.3%
DELL vs EL
-32.9%
+711.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | +0.9% |
| 7D | +8.7% | -2.4% | +11.1% | +9.3% |
| 30D | +16.9% | +13.7% | +3.2% | +13.3% |
| 3M | +40.4% | +14.5% | +25.9% | +35.5% |
| 6M | +267.1% | +7.4% | +259.7% | +256.5% |
| YTD | +329.1% | -4.7% | +333.8% | +325.9% |
| 1Y | +346.9% | +12.9% | +334.0% | +323.1% |
| All | +678.3% | -32.9% | +711.2% | +605.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling