+4,681.2%
DELL vs EMR
+256.8%
+4,424.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.4% |
| 7D | +14.9% | -1.5% | +16.4% | +16.2% |
| 30D | +13.3% | -5.6% | +18.9% | +17.6% |
| 3M | +24.4% | +7.9% | +16.5% | +18.1% |
| 6M | +258.0% | +6.0% | +252.0% | +244.0% |
| YTD | +320.2% | +16.4% | +303.7% | +279.9% |
| 1Y | +319.1% | +16.6% | +302.4% | +277.5% |
| 3Y | +706.5% | +62.9% | +643.7% | +495.7% |
| 5Y | +1,071.9% | +60.1% | +1,011.8% | +763.6% |
| 10Y | +4,683.5% | +268.8% | +4,414.7% | +2,274.6% |
| All | +4,681.2% | +256.8% | +4,424.4% | +2,317.3% |
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