+143.3%
DELL vs ESI
+27.8%
+115.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.6% | -4.2% | -5.8% |
| 7D | -24.6% | -6.6% | -18.0% | -21.0% |
| 30D | -32.5% | -10.9% | -21.6% | -27.1% |
| 3M | -20.2% | -13.8% | -6.4% | -12.3% |
| 6M | +76.5% | -21.5% | +98.0% | +100.4% |
| YTD | +198.9% | +34.7% | +164.2% | +148.4% |
| 1Y | +143.3% | +24.9% | +118.4% | +112.7% |
| All | +143.3% | +27.8% | +115.5% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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