+319.1%
DELL vs ESI
+44.5%
+274.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | -0.1% |
| 7D | +14.9% | +3.3% | +11.6% | +13.0% |
| 30D | +13.3% | -5.9% | +19.1% | +17.0% |
| 3M | +24.4% | -14.1% | +38.5% | +32.9% |
| 6M | +258.0% | +6.6% | +251.4% | +248.1% |
| YTD | +320.2% | +45.0% | +275.2% | +244.2% |
| 1Y | +319.1% | +41.5% | +277.6% | +246.5% |
| All | +319.1% | +44.5% | +274.5% | +246.5% |
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