+1,145.9%
DELL vs EME
+575.5%
+570.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.3% | +7.7% | +9.4% |
| 7D | +8.2% | +3.5% | +4.7% | +6.2% |
| 30D | +17.1% | -6.3% | +23.4% | +21.6% |
| 3M | +45.2% | -3.8% | +48.9% | +47.9% |
| 6M | +286.8% | +8.5% | +278.3% | +264.0% |
| YTD | +354.8% | +27.8% | +327.0% | +282.2% |
| 1Y | +358.3% | +22.2% | +336.0% | +287.1% |
| 3Y | +724.9% | +253.5% | +471.4% | +267.0% |
| All | +1,145.9% | +575.5% | +570.4% | +269.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling