+1,145.9%
DELL vs ETR
+122.3%
+1,023.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +12.0% |
| 7D | +8.2% | -1.8% | +10.0% | +8.5% |
| 30D | +17.1% | -1.8% | +18.8% | +17.3% |
| 3M | +45.2% | -3.6% | +48.7% | +45.9% |
| 6M | +286.8% | +2.6% | +284.2% | +283.0% |
| YTD | +354.8% | +16.0% | +338.8% | +341.9% |
| 1Y | +358.3% | +20.1% | +338.1% | +343.1% |
| 3Y | +724.9% | +143.6% | +581.3% | +633.2% |
| All | +1,145.9% | +122.3% | +1,023.6% | +984.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling