+143.3%
DELL vs EME
-3.1%
+146.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.6% | +0.8% | -3.2% |
| 7D | -24.6% | -5.8% | -18.8% | -21.7% |
| 30D | -32.5% | -17.9% | -14.6% | -24.3% |
| 3M | -20.2% | -22.0% | +1.8% | -8.2% |
| 6M | +76.5% | -29.7% | +106.2% | +109.2% |
| YTD | +198.9% | +4.7% | +194.2% | +184.2% |
| 1Y | +143.3% | -2.1% | +145.5% | +144.9% |
| All | +143.3% | -3.1% | +146.4% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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