+319.1%
DELL vs EME
+19.7%
+299.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.7% |
| 7D | +14.9% | +1.9% | +13.0% | +13.9% |
| 30D | +13.3% | -8.3% | +21.5% | +17.8% |
| 3M | +24.4% | -10.7% | +35.1% | +29.4% |
| 6M | +258.0% | +1.9% | +256.1% | +252.9% |
| YTD | +320.2% | +23.5% | +296.7% | +279.2% |
| 1Y | +319.1% | +18.0% | +301.1% | +254.0% |
| All | +319.1% | +19.7% | +299.4% | +254.0% |
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