+143.3%
DELL vs EW
+19.7%
+123.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.4% | -13.2% | -9.6% |
| 7D | -24.6% | +8.3% | -32.9% | -25.8% |
| 30D | -32.5% | +13.9% | -46.4% | -34.3% |
| 3M | -20.2% | +10.9% | -31.1% | -22.0% |
| 6M | +76.5% | +19.2% | +57.2% | +65.4% |
| YTD | +198.9% | +16.6% | +182.4% | +185.8% |
| 1Y | +143.3% | +18.1% | +125.2% | +129.8% |
| All | +143.3% | +19.7% | +123.7% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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