+4,166.8%
DELL vs ES
+85.8%
+4,080.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.8% |
| 7D | +25.6% | +1.4% | +24.2% | +25.3% |
| 30D | +17.7% | -1.2% | +18.8% | +17.9% |
| 3M | +33.4% | +5.0% | +28.4% | +32.0% |
| 6M | +266.2% | -2.8% | +269.0% | +266.6% |
| YTD | +328.0% | +8.6% | +319.4% | +318.3% |
| 1Y | +339.6% | +18.9% | +320.6% | +320.8% |
| 3Y | +694.6% | +32.1% | +662.5% | +626.4% |
| 5Y | +1,122.0% | -5.1% | +1,127.1% | +1,124.7% |
| All | +4,166.8% | +85.8% | +4,080.9% | +3,454.4% |
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