+143.3%
DELL vs EMR
+25.6%
+117.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.3% | -10.7% |
| 7D | -24.6% | +1.6% | -26.2% | -25.6% |
| 30D | -32.5% | +5.0% | -37.5% | -34.9% |
| 3M | -20.2% | +7.7% | -27.9% | -24.6% |
| 6M | +76.5% | +26.8% | +49.7% | +48.8% |
| YTD | +198.9% | +29.9% | +169.1% | +149.9% |
| 1Y | +143.3% | +25.7% | +117.6% | +108.0% |
| All | +143.3% | +25.6% | +117.7% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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