+1,106.2%
DELL vs EW
-29.9%
+1,136.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +8.7% | -5.1% | +13.9% | +10.3% |
| 30D | +16.9% | -6.4% | +23.3% | +18.8% |
| 3M | +40.4% | -1.6% | +42.0% | +40.4% |
| 6M | +267.1% | +2.3% | +264.8% | +263.2% |
| YTD | +329.1% | +1.1% | +328.0% | +325.8% |
| 1Y | +346.9% | +8.0% | +338.9% | +335.3% |
| 3Y | +696.6% | +16.3% | +680.3% | +635.8% |
| 5Y | +1,106.2% | -29.4% | +1,135.6% | +1,123.3% |
| All | +1,106.2% | -29.9% | +1,136.1% | +1,123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling