+2,886.3%
DELL vs EXC
+197.6%
+2,688.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.2% | +11.6% | +11.7% |
| 7D | +0.4% | -1.4% | +1.7% | +0.7% |
| 30D | -35.1% | +8.3% | -43.4% | -36.9% |
| 3M | -15.1% | +2.6% | -17.8% | -16.1% |
| 6M | +51.7% | +5.2% | +46.5% | +48.0% |
| YTD | +200.0% | +7.5% | +192.4% | +188.2% |
| 1Y | +172.1% | +3.2% | +169.0% | +165.1% |
| 3Y | +431.2% | +29.5% | +401.7% | +357.4% |
| 5Y | +633.1% | +39.7% | +593.4% | +494.9% |
| 10Y | +2,886.3% | +200.1% | +2,686.3% | +1,749.6% |
| All | +2,886.3% | +197.6% | +2,688.8% | +1,749.6% |
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 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