+678.3%
DELL vs ELV
-7.6%
+685.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.3% |
| 7D | +8.7% | -2.2% | +10.9% | +8.8% |
| 30D | +16.9% | -0.2% | +17.1% | +16.9% |
| 3M | +40.4% | -6.1% | +46.5% | +40.8% |
| 6M | +267.1% | +42.8% | +224.2% | +272.1% |
| YTD | +329.1% | +14.4% | +314.7% | +330.4% |
| 1Y | +346.9% | +28.6% | +318.3% | +354.8% |
| All | +678.3% | -7.6% | +685.9% | +664.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling