+358.3%
DELL vs ET
+33.4%
+324.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.8% | +11.7% |
| 7D | +8.2% | +0.2% | +8.0% | +8.3% |
| 30D | +17.1% | +2.9% | +14.2% | +18.1% |
| 3M | +45.2% | +16.8% | +28.4% | +52.8% |
| 6M | +286.8% | +18.9% | +267.9% | +292.3% |
| YTD | +354.8% | +37.7% | +317.1% | +354.7% |
| 1Y | +358.3% | +32.4% | +325.8% | +338.3% |
| All | +358.3% | +33.4% | +324.8% | +338.3% |
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