+3,922.7%
DELL vs EW
+126.7%
+3,796.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.6% |
| 7D | -1.9% | -3.4% | +1.5% | -0.8% |
| 30D | +14.9% | -7.4% | +22.2% | +17.7% |
| 3M | +37.2% | +0.9% | +36.3% | +36.1% |
| 6M | +254.0% | +1.2% | +252.8% | +250.8% |
| YTD | +306.1% | +1.8% | +304.4% | +301.5% |
| 1Y | +312.3% | +10.8% | +301.4% | +295.2% |
| 3Y | +654.0% | +17.1% | +636.9% | +578.7% |
| 5Y | +1,055.3% | -28.2% | +1,083.6% | +1,108.3% |
| All | +3,922.7% | +126.7% | +3,796.0% | +2,723.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling