+143.3%
DELL vs ELV
+42.6%
+100.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.9% | -13.8% | -9.6% |
| 7D | -24.6% | +4.8% | -29.4% | -25.1% |
| 30D | -32.5% | +10.1% | -42.5% | -33.9% |
| 3M | -20.2% | +15.4% | -35.6% | -22.9% |
| 6M | +76.5% | +17.7% | +58.7% | +71.0% |
| YTD | +198.9% | +25.7% | +173.3% | +180.5% |
| 1Y | +143.3% | +39.9% | +103.5% | +119.6% |
| All | +143.3% | +42.6% | +100.7% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling