+633.1%
DELL vs EW
-11.1%
+644.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.7% | +10.0% | +11.3% |
| 7D | +0.4% | +6.5% | -6.1% | -1.2% |
| 30D | -35.1% | +22.5% | -57.6% | -38.5% |
| 3M | -15.1% | +13.0% | -28.1% | -18.0% |
| 6M | +51.7% | +37.1% | +14.6% | +38.6% |
| YTD | +200.0% | +24.1% | +175.9% | +181.2% |
| 1Y | +172.1% | +24.2% | +147.9% | +155.1% |
| 3Y | +431.2% | +64.8% | +366.4% | +344.2% |
| 5Y | +633.1% | -7.4% | +640.5% | +607.2% |
| All | +633.1% | -11.1% | +644.2% | +607.2% |
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