+2,566.3%
DELL vs ES
+87.3%
+2,479.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -18.1% | +0.9% | -19.0% | -18.3% |
| 30D | -42.9% | +5.9% | -48.8% | -43.6% |
| 3M | -26.9% | -1.0% | -25.8% | -26.9% |
| 6M | +28.8% | +7.2% | +21.6% | +26.2% |
| YTD | +168.4% | +7.0% | +161.5% | +162.4% |
| 1Y | +136.8% | +0.5% | +136.4% | +134.1% |
| 3Y | +375.3% | +48.7% | +326.7% | +318.2% |
| 5Y | +551.0% | +1.9% | +549.1% | +535.7% |
| 10Y | +2,566.3% | +89.2% | +2,477.1% | +2,143.0% |
| All | +2,566.3% | +87.3% | +2,479.0% | +2,143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling