+1,106.2%
DELL vs ESI
+74.4%
+1,031.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.9% |
| 3M | +40.4% | -13.1% | +53.6% | +52.2% |
| 6M | +267.1% | +11.3% | +255.7% | +237.8% |
| YTD | +329.1% | +44.1% | +285.0% | +231.1% |
| 1Y | +346.9% | +40.3% | +306.6% | +248.4% |
| 3Y | +696.6% | +84.1% | +612.6% | +423.8% |
| 5Y | +1,106.2% | +75.8% | +1,030.4% | +677.5% |
| All | +1,106.2% | +74.4% | +1,031.7% | +677.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling