+551.0%
DELL vs EXC
+41.1%
+509.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.5% |
| 7D | -18.1% | +0.1% | -18.2% | -18.1% |
| 30D | -42.9% | +9.0% | -51.9% | -42.5% |
| 3M | -26.9% | +3.3% | -30.2% | -26.7% |
| 6M | +28.8% | +5.7% | +23.1% | +29.1% |
| YTD | +168.4% | +7.3% | +161.1% | +169.1% |
| 1Y | +136.8% | +2.9% | +133.9% | +137.8% |
| 3Y | +375.3% | +29.3% | +346.0% | +366.3% |
| 5Y | +551.0% | +40.1% | +511.0% | +509.3% |
| All | +551.0% | +41.1% | +509.9% | +509.3% |
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