+312.3%
DELL vs EMR
+13.6%
+298.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -4.4% |
| 7D | -1.9% | -1.2% | -0.7% | -1.0% |
| 30D | +14.9% | -9.4% | +24.3% | +23.2% |
| 3M | +37.2% | +8.6% | +28.6% | +29.1% |
| 6M | +254.0% | +6.7% | +247.3% | +238.2% |
| YTD | +306.1% | +13.1% | +293.1% | +280.2% |
| 1Y | +312.3% | +12.7% | +299.5% | +286.1% |
| All | +312.3% | +13.6% | +298.7% | +286.1% |
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 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