+143.3%
DELL vs ETR
+18.4%
+125.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.7% | -11.6% | -8.7% |
| 7D | -24.6% | +3.7% | -28.3% | -24.6% |
| 30D | -32.5% | +11.0% | -43.5% | -32.7% |
| 3M | -20.2% | +3.4% | -23.6% | -20.5% |
| 6M | +76.5% | -3.3% | +79.8% | +78.4% |
| YTD | +198.9% | +23.3% | +175.7% | +167.5% |
| 1Y | +143.3% | +19.2% | +124.2% | +121.8% |
| All | +143.3% | +18.4% | +125.0% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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