+2,662.4%
DELL vs EXC
+205.3%
+2,457.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.4% | -8.5% | -7.6% |
| 7D | +4.9% | +1.4% | +3.5% | +4.4% |
| 30D | -32.1% | +8.6% | -40.6% | -34.0% |
| 3M | -30.2% | +2.4% | -32.6% | -31.0% |
| 6M | +41.7% | +6.5% | +35.2% | +37.8% |
| YTD | +176.6% | +9.0% | +167.5% | +164.6% |
| 1Y | +159.9% | +4.6% | +155.4% | +152.1% |
| 3Y | +388.0% | +33.5% | +354.5% | +315.0% |
| 5Y | +578.2% | +41.4% | +536.8% | +448.1% |
| All | +2,662.4% | +205.3% | +2,457.1% | +1,604.6% |
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