+1,106.2%
DELL vs EMR
+60.6%
+1,045.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +1.2% |
| 7D | +8.7% | +0.9% | +7.8% | +8.0% |
| 30D | +16.9% | -5.0% | +21.8% | +21.4% |
| 3M | +40.4% | +5.9% | +34.5% | +33.7% |
| 6M | +267.1% | +7.3% | +259.7% | +246.1% |
| YTD | +329.1% | +14.6% | +314.5% | +282.8% |
| 1Y | +346.9% | +15.6% | +331.3% | +293.8% |
| 3Y | +696.6% | +60.2% | +636.5% | +451.2% |
| 5Y | +1,106.2% | +65.8% | +1,040.3% | +673.4% |
| All | +1,106.2% | +60.6% | +1,045.5% | +673.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling