+1,106.2%
DELL vs EL
-68.4%
+1,174.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | +1.1% |
| 7D | +8.7% | -2.4% | +11.1% | +9.4% |
| 30D | +16.9% | +13.7% | +3.2% | +12.1% |
| 3M | +40.4% | +14.5% | +25.9% | +33.9% |
| 6M | +267.1% | +7.4% | +259.7% | +252.8% |
| YTD | +329.1% | -4.7% | +333.8% | +323.4% |
| 1Y | +346.9% | +12.9% | +334.0% | +315.8% |
| 3Y | +696.6% | -32.2% | +728.9% | +698.5% |
| 5Y | +1,106.2% | -68.4% | +1,174.6% | +1,462.3% |
| All | +1,106.2% | -68.4% | +1,174.6% | +1,462.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling