+319.1%
DELL vs EMR
+19.4%
+299.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.3% |
| 7D | +14.9% | -1.5% | +16.4% | +16.3% |
| 30D | +13.3% | -5.6% | +18.9% | +17.9% |
| 3M | +24.4% | +7.9% | +16.5% | +17.5% |
| 6M | +258.0% | +6.0% | +252.0% | +242.0% |
| YTD | +320.2% | +16.4% | +303.7% | +284.3% |
| 1Y | +319.1% | +16.6% | +302.4% | +281.3% |
| All | +319.1% | +19.4% | +299.6% | +281.3% |
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