+3,922.7%
DELL vs EMR
+274.4%
+3,648.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -4.5% |
| 7D | -1.9% | -1.2% | -0.7% | -1.1% |
| 30D | +14.9% | -9.4% | +24.3% | +22.6% |
| 3M | +37.2% | +8.6% | +28.6% | +29.8% |
| 6M | +254.0% | +6.7% | +247.3% | +239.2% |
| YTD | +306.1% | +13.1% | +293.1% | +274.2% |
| 1Y | +312.3% | +12.7% | +299.5% | +279.4% |
| 3Y | +654.0% | +58.1% | +596.0% | +467.4% |
| 5Y | +1,055.3% | +63.6% | +991.7% | +743.8% |
| All | +3,922.7% | +274.4% | +3,648.3% | +1,932.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling