+136.8%
DELL vs ES
-0.1%
+136.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -18.1% | +0.9% | -19.0% | -17.8% |
| 30D | -42.9% | +5.9% | -48.8% | -41.8% |
| 3M | -26.9% | -1.0% | -25.8% | -26.6% |
| 6M | +28.8% | +7.2% | +21.6% | +30.6% |
| YTD | +168.4% | +7.0% | +161.5% | +170.5% |
| 1Y | +136.8% | +0.5% | +136.4% | +142.3% |
| All | +136.8% | -0.1% | +136.9% | +142.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling