+676.3%
DELL vs EMR
+62.0%
+614.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +25.6% | +3.1% | +22.6% | +22.8% |
| 30D | +17.7% | -3.5% | +21.2% | +20.9% |
| 3M | +33.4% | +9.8% | +23.7% | +23.1% |
| 6M | +266.2% | +10.8% | +255.4% | +236.1% |
| YTD | +328.0% | +15.9% | +312.1% | +276.7% |
| 1Y | +339.6% | +16.4% | +323.1% | +283.4% |
| All | +676.3% | +62.0% | +614.3% | +452.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling