+4,770.1%
DELL vs ELV
+257.1%
+4,513.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +2.2% |
| 7D | +25.6% | -0.3% | +25.9% | +25.7% |
| 30D | +17.7% | +2.0% | +15.7% | +17.0% |
| 3M | +33.4% | -3.5% | +36.9% | +34.5% |
| 6M | +266.2% | +40.2% | +226.0% | +232.8% |
| YTD | +328.0% | +15.8% | +312.2% | +307.0% |
| 1Y | +339.6% | +33.2% | +306.4% | +300.9% |
| 3Y | +694.6% | -6.2% | +700.8% | +666.9% |
| 5Y | +1,122.0% | +16.4% | +1,105.6% | +958.1% |
| 10Y | +4,062.5% | +259.8% | +3,802.7% | +2,569.2% |
| All | +4,770.1% | +257.1% | +4,513.0% | +3,049.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling