+3,922.7%
DELL vs EMB
+30.4%
+3,892.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -4.3% |
| 7D | -1.9% | -1.1% | -0.8% | -0.4% |
| 30D | +14.9% | -1.1% | +16.0% | +16.7% |
| 3M | +37.2% | -0.8% | +38.0% | +38.9% |
| 6M | +254.0% | -0.1% | +254.0% | +256.5% |
| YTD | +306.1% | +0.4% | +305.7% | +306.6% |
| 1Y | +312.3% | +3.3% | +309.0% | +298.8% |
| 3Y | +654.0% | +29.0% | +625.0% | +457.9% |
| 5Y | +1,055.3% | +6.3% | +1,049.0% | +1,003.6% |
| All | +3,922.7% | +30.4% | +3,892.3% | +3,014.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling