+4,404.4%
DELL vs EME
+1,362.1%
+3,042.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.3% | +7.7% | +9.7% |
| 7D | +8.2% | +3.5% | +4.7% | +6.4% |
| 30D | +17.1% | -6.3% | +23.4% | +21.2% |
| 3M | +45.2% | -3.8% | +48.9% | +47.7% |
| 6M | +286.8% | +8.5% | +278.3% | +267.2% |
| YTD | +354.8% | +27.8% | +327.0% | +291.6% |
| 1Y | +358.3% | +22.2% | +336.0% | +298.3% |
| 3Y | +724.9% | +253.5% | +471.4% | +312.0% |
| 5Y | +1,193.7% | +578.6% | +615.1% | +362.3% |
| All | +4,404.4% | +1,362.1% | +3,042.3% | +1,023.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling