+4,681.2%
DELL vs EMB
+30.3%
+4,651.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +14.9% | 0.0% | +14.9% | +15.0% |
| 30D | +13.3% | -0.3% | +13.6% | +13.8% |
| 3M | +24.4% | -0.4% | +24.8% | +25.3% |
| 6M | +258.0% | +0.1% | +257.9% | +259.4% |
| YTD | +320.2% | +1.6% | +318.6% | +314.2% |
| 1Y | +319.1% | +5.6% | +313.4% | +293.5% |
| 3Y | +706.5% | +29.8% | +676.7% | +490.8% |
| 5Y | +1,071.9% | +7.3% | +1,064.6% | +1,006.2% |
| 10Y | +4,683.5% | +30.4% | +4,653.0% | +3,616.7% |
| All | +4,681.2% | +30.3% | +4,651.0% | +3,632.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling