+388.0%
DELL vs ES
+53.3%
+334.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -8.0% | -7.0% |
| 7D | +4.9% | +2.7% | +2.2% | +5.4% |
| 30D | -32.1% | +7.6% | -39.7% | -31.0% |
| 3M | -30.2% | +0.5% | -30.7% | -29.9% |
| 6M | +41.7% | +7.6% | +34.1% | +44.0% |
| YTD | +176.6% | +10.2% | +166.4% | +182.0% |
| 1Y | +159.9% | +1.8% | +158.1% | +163.3% |
| 3Y | +388.0% | +55.4% | +332.6% | +450.5% |
| All | +388.0% | +53.3% | +334.6% | +450.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling