+3,047.2%
DELL vs EMB
+26.8%
+3,020.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -6.9% | -6.9% |
| 7D | +4.9% | -0.9% | +5.8% | +6.3% |
| 30D | -32.1% | +0.4% | -32.4% | -32.4% |
| 3M | -30.2% | -3.1% | -27.1% | -27.1% |
| 6M | +41.7% | -2.1% | +43.8% | +46.5% |
| YTD | +176.6% | -1.1% | +177.7% | +182.9% |
| 1Y | +159.9% | -0.1% | +160.0% | +162.5% |
| 3Y | +388.0% | +29.6% | +358.4% | +260.0% |
| 5Y | +578.2% | +7.2% | +571.0% | +541.3% |
| 10Y | +2,653.4% | +35.5% | +2,617.9% | +2,036.7% |
| All | +3,047.2% | +26.8% | +3,020.3% | +2,449.6% |
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