+4,770.1%
DELL vs ETR
+308.3%
+4,461.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | +25.6% | +1.4% | +24.2% | +25.1% |
| 30D | +17.7% | +1.9% | +15.8% | +17.0% |
| 3M | +33.4% | +1.0% | +32.4% | +33.1% |
| 6M | +266.2% | +4.8% | +261.4% | +257.6% |
| YTD | +328.0% | +19.5% | +308.5% | +300.5% |
| 1Y | +339.6% | +28.1% | +311.5% | +302.0% |
| 3Y | +694.6% | +151.1% | +543.5% | +466.1% |
| 5Y | +1,122.0% | +125.2% | +996.8% | +795.6% |
| 10Y | +4,062.5% | +291.1% | +3,771.3% | +2,511.7% |
| All | +4,770.1% | +308.3% | +4,461.8% | +2,895.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling