+2,954.5%
DELL vs EW
+176.3%
+2,778.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.8% | -3.2% |
| 7D | -18.1% | +9.3% | -27.4% | -20.6% |
| 30D | -42.9% | +22.1% | -64.9% | -46.7% |
| 3M | -26.9% | +13.0% | -39.9% | -30.2% |
| 6M | +28.8% | +30.1% | -1.3% | +17.0% |
| YTD | +168.4% | +22.0% | +146.4% | +148.7% |
| 1Y | +136.8% | +23.7% | +113.1% | +118.4% |
| 3Y | +375.3% | +62.0% | +313.4% | +281.4% |
| 5Y | +551.0% | -12.4% | +563.4% | +535.2% |
| 10Y | +2,566.3% | +236.1% | +2,330.2% | +1,620.9% |
| All | +2,954.5% | +176.3% | +2,778.1% | +1,887.8% |
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 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