+319.1%
DELL vs EMB
+5.7%
+313.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.4% |
| 7D | +14.9% | 0.0% | +14.9% | +15.0% |
| 30D | +13.3% | -0.3% | +13.6% | +14.4% |
| 3M | +24.4% | -0.4% | +24.8% | +26.0% |
| 6M | +258.0% | +0.1% | +257.9% | +260.3% |
| YTD | +320.2% | +1.6% | +318.6% | +305.7% |
| 1Y | +319.1% | +5.6% | +313.4% | +281.7% |
| All | +319.1% | +5.7% | +313.3% | +281.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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