+143.3%
DELL vs ET
+24.7%
+118.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.5% | -5.4% | -9.0% |
| 7D | -24.6% | -6.0% | -18.6% | -24.9% |
| 30D | -32.5% | -6.1% | -26.4% | -33.1% |
| 3M | -20.2% | -2.7% | -17.5% | -19.5% |
| 6M | +76.5% | +0.2% | +76.2% | +82.2% |
| YTD | +198.9% | +24.3% | +174.6% | +199.0% |
| 1Y | +143.3% | +26.4% | +116.9% | +143.3% |
| All | +143.3% | +24.7% | +118.6% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling