+3,290.5%
DELL vs EL
+36.1%
+3,254.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +17.1% | +2.7% | +14.5% | +16.1% |
| 30D | -35.1% | +10.8% | -45.9% | -37.5% |
| 3M | -23.3% | +26.5% | -49.8% | -30.1% |
| 6M | +55.8% | +31.1% | +24.7% | +39.1% |
| YTD | +198.0% | +6.6% | +191.3% | +179.9% |
| 1Y | +166.6% | +21.8% | +144.8% | +138.1% |
| 3Y | +427.6% | +1.8% | +425.9% | +360.9% |
| 5Y | +630.6% | -65.6% | +696.2% | +887.4% |
| 10Y | +2,866.3% | +60.3% | +2,806.0% | +2,302.8% |
| All | +3,290.5% | +36.1% | +3,254.5% | +2,588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling