+1,099.7%
DELL vs ES
-3.5%
+1,103.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +14.9% | +0.3% | +14.6% | +14.9% |
| 30D | +13.3% | -2.0% | +15.2% | +13.3% |
| 3M | +24.4% | +1.7% | +22.7% | +24.3% |
| 6M | +258.0% | -3.5% | +261.5% | +259.4% |
| YTD | +320.2% | +7.9% | +312.3% | +317.9% |
| 1Y | +319.1% | +17.2% | +301.9% | +315.4% |
| 3Y | +706.5% | +29.3% | +677.2% | +690.0% |
| All | +1,099.7% | -3.5% | +1,103.2% | +1,149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling