+3,047.2%
DELL vs ESI
+298.1%
+2,749.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.7% | -6.5% | -6.8% |
| 7D | +4.9% | +5.5% | -0.6% | +2.3% |
| 30D | -32.1% | -7.8% | -24.3% | -28.6% |
| 3M | -30.2% | -15.0% | -15.2% | -23.5% |
| 6M | +41.7% | -24.9% | +66.6% | +63.8% |
| YTD | +176.6% | +33.2% | +143.4% | +142.3% |
| 1Y | +159.9% | +24.9% | +135.0% | +134.6% |
| 3Y | +388.0% | +77.8% | +310.2% | +278.4% |
| 5Y | +578.2% | +37.1% | +541.1% | +470.7% |
| 10Y | +2,653.4% | +320.5% | +2,332.9% | +1,420.4% |
| All | +3,047.2% | +298.1% | +2,749.1% | +1,668.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling