+3,047.2%
DELL vs EMR
+289.9%
+2,757.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.2% |
| 7D | +4.9% | +2.8% | +2.0% | +3.0% |
| 30D | -32.1% | +3.7% | -35.7% | -33.3% |
| 3M | -30.2% | +2.0% | -32.3% | -30.6% |
| 6M | +41.7% | +22.1% | +19.6% | +25.5% |
| YTD | +176.6% | +27.2% | +149.3% | +137.7% |
| 1Y | +159.9% | +32.0% | +127.9% | +118.2% |
| 3Y | +388.0% | +103.3% | +284.7% | +218.3% |
| 5Y | +578.2% | +88.2% | +490.0% | +358.4% |
| 10Y | +2,653.4% | +280.4% | +2,372.9% | +1,199.7% |
| All | +3,047.2% | +289.9% | +2,757.3% | +1,412.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling