+1,106.2%
DELL vs EXC
+46.0%
+1,060.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.2% |
| 7D | +8.7% | +0.3% | +8.4% | +8.8% |
| 30D | +16.9% | -0.9% | +17.8% | +16.9% |
| 3M | +40.4% | -2.7% | +43.1% | +40.2% |
| 6M | +267.1% | -9.4% | +276.4% | +266.9% |
| YTD | +329.1% | +3.0% | +326.1% | +328.5% |
| 1Y | +346.9% | +5.1% | +341.8% | +346.1% |
| 3Y | +696.6% | +20.6% | +676.0% | +684.4% |
| 5Y | +1,106.2% | +45.7% | +1,060.5% | +1,012.9% |
| All | +1,106.2% | +46.0% | +1,060.2% | +1,012.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling