+3,922.7%
DELL vs ESI
+310.7%
+3,612.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.8% | -3.2% |
| 7D | -1.9% | -2.3% | +0.4% | -0.8% |
| 30D | +14.9% | -9.0% | +23.9% | +20.5% |
| 3M | +37.2% | -13.3% | +50.5% | +46.8% |
| 6M | +254.0% | +5.3% | +248.7% | +243.6% |
| YTD | +306.1% | +37.6% | +268.5% | +245.8% |
| 1Y | +312.3% | +33.6% | +278.7% | +254.7% |
| 3Y | +654.0% | +75.8% | +578.3% | +476.6% |
| 5Y | +1,055.3% | +68.6% | +986.7% | +785.1% |
| All | +3,922.7% | +310.7% | +3,612.0% | +2,066.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling