+3,063.4%
DELL vs ES
+79.8%
+2,983.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | -11.8% | -0.1% | -11.7% | -11.9% |
| 30D | -40.8% | +5.7% | -46.5% | -41.6% |
| 3M | -23.6% | -2.8% | -20.8% | -23.4% |
| 6M | +33.4% | +7.0% | +26.4% | +30.8% |
| YTD | +178.0% | +6.8% | +171.2% | +171.8% |
| 1Y | +138.6% | -0.5% | +139.0% | +136.3% |
| 3Y | +400.9% | +47.2% | +353.7% | +341.8% |
| 5Y | +580.7% | +2.3% | +578.5% | +563.5% |
| 10Y | +2,655.3% | +85.6% | +2,569.6% | +2,176.6% |
| All | +3,063.4% | +79.8% | +2,983.6% | +2,553.7% |
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