+319.1%
DELL vs ELV
+34.8%
+284.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.9% |
| 7D | +14.9% | +3.3% | +11.6% | +13.9% |
| 30D | +13.3% | +4.2% | +9.1% | +12.2% |
| 3M | +24.4% | -0.1% | +24.5% | +24.9% |
| 6M | +258.0% | +41.3% | +216.8% | +234.8% |
| YTD | +320.2% | +17.4% | +302.8% | +302.4% |
| 1Y | +319.1% | +35.1% | +284.0% | +298.7% |
| All | +319.1% | +34.8% | +284.2% | +298.7% |
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