+4,681.2%
DELL vs EW
+138.8%
+4,542.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | -0.3% | +15.2% | +15.0% |
| 30D | +13.3% | +1.0% | +12.2% | +12.7% |
| 3M | +24.4% | +2.8% | +21.6% | +22.7% |
| 6M | +258.0% | +5.5% | +252.5% | +249.9% |
| YTD | +320.2% | +5.5% | +314.7% | +310.7% |
| 1Y | +319.1% | +11.0% | +308.0% | +301.6% |
| 3Y | +706.5% | +17.7% | +688.8% | +625.8% |
| 5Y | +1,071.9% | -25.7% | +1,097.7% | +1,112.5% |
| 10Y | +4,683.5% | +132.8% | +4,550.7% | +3,230.3% |
| All | +4,681.2% | +138.8% | +4,542.4% | +3,183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling