+2,901.0%
DELL vs ES
+80.7%
+2,820.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.1% |
| 7D | -22.6% | +1.9% | -24.5% | -22.9% |
| 30D | -43.2% | +7.1% | -50.2% | -44.0% |
| 3M | -24.8% | -1.9% | -22.9% | -24.8% |
| 6M | +38.0% | +4.4% | +33.6% | +36.0% |
| YTD | +163.7% | +7.3% | +156.4% | +157.7% |
| 1Y | +122.5% | +2.1% | +120.4% | +119.3% |
| 3Y | +377.0% | +41.8% | +335.1% | +325.7% |
| 5Y | +542.6% | +1.4% | +541.1% | +528.5% |
| 10Y | +2,554.1% | +86.8% | +2,467.4% | +2,090.3% |
| All | +2,901.0% | +80.7% | +2,820.3% | +2,415.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling