+678.3%
DELL vs ESI
+81.4%
+597.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +1.0% |
| 7D | +8.7% | +3.9% | +4.8% | +6.2% |
| 30D | +16.9% | -3.8% | +20.7% | +20.0% |
| 3M | +40.4% | -13.1% | +53.6% | +52.0% |
| 6M | +267.1% | +11.3% | +255.7% | +236.5% |
| YTD | +329.1% | +44.1% | +285.0% | +225.5% |
| 1Y | +346.9% | +40.3% | +306.6% | +242.6% |
| All | +678.3% | +81.4% | +597.0% | +455.8% |
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