+172.1%
DELL vs EXC
+2.8%
+169.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.2% | +11.6% | +11.9% |
| 7D | +0.4% | -1.4% | +1.7% | -0.4% |
| 30D | -35.1% | +8.3% | -43.4% | -32.2% |
| 3M | -15.1% | +2.6% | -17.8% | -14.0% |
| 6M | +51.7% | +5.2% | +46.5% | +56.5% |
| YTD | +200.0% | +7.5% | +192.4% | +221.4% |
| 1Y | +172.1% | +3.2% | +169.0% | +194.7% |
| All | +172.1% | +2.8% | +169.4% | +194.7% |
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