+4,770.1%
DELL vs EME
+1,308.7%
+3,461.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.7% | +0.5% |
| 7D | +25.6% | +5.2% | +20.5% | +22.3% |
| 30D | +17.7% | -5.4% | +23.0% | +21.0% |
| 3M | +33.4% | -6.1% | +39.5% | +37.3% |
| 6M | +266.2% | +9.7% | +256.5% | +245.1% |
| YTD | +328.0% | +26.6% | +301.4% | +269.9% |
| 1Y | +339.6% | +24.6% | +314.9% | +277.4% |
| 3Y | +694.6% | +249.6% | +445.0% | +298.8% |
| 5Y | +1,122.0% | +556.6% | +565.4% | +343.5% |
| 10Y | +4,062.5% | +1,286.6% | +2,775.9% | +963.7% |
| All | +4,770.1% | +1,308.7% | +3,461.4% | +1,128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling