+425.7%
DELL vs ESI
+80.4%
+345.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | +0.8% |
| 7D | +17.1% | +8.3% | +8.8% | +11.0% |
| 30D | -35.1% | -10.4% | -24.6% | -29.1% |
| 3M | -23.3% | -13.2% | -10.1% | -14.6% |
| 6M | +55.8% | -23.9% | +79.7% | +86.1% |
| YTD | +198.0% | +34.2% | +163.8% | +138.0% |
| 1Y | +166.6% | +22.2% | +144.3% | +127.4% |
| All | +425.7% | +80.4% | +345.4% | +284.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling