+4,177.7%
DELL vs EXC
+152.4%
+4,025.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +8.7% | +0.3% | +8.4% | +8.6% |
| 30D | +16.9% | -0.9% | +17.8% | +17.2% |
| 3M | +40.4% | -2.7% | +43.1% | +41.1% |
| 6M | +267.1% | -9.4% | +276.4% | +275.7% |
| YTD | +329.1% | +3.0% | +326.1% | +319.3% |
| 1Y | +346.9% | +5.1% | +341.8% | +332.8% |
| 3Y | +696.6% | +20.6% | +676.0% | +607.4% |
| 5Y | +1,106.2% | +45.7% | +1,060.5% | +855.4% |
| 10Y | +4,177.7% | +160.8% | +4,016.9% | +2,669.4% |
| All | +4,177.7% | +152.4% | +4,025.4% | +2,669.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling