+143.3%
DELL vs EXC
+1.0%
+142.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.5% | -7.9% |
| 7D | -24.6% | +3.3% | -27.9% | -23.1% |
| 30D | -32.5% | +13.3% | -45.8% | -28.1% |
| 3M | -20.2% | +1.8% | -22.0% | -19.5% |
| 6M | +76.5% | +1.1% | +75.4% | +79.4% |
| YTD | +198.9% | +9.0% | +189.9% | +220.8% |
| 1Y | +143.3% | +3.4% | +140.0% | +168.6% |
| All | +143.3% | +1.0% | +142.3% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling