+3,063.4%
DELL vs EXC
+166.2%
+2,897.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -11.8% | -1.7% | -10.1% | -11.5% |
| 30D | -40.8% | +9.3% | -50.1% | -42.6% |
| 3M | -23.6% | +1.0% | -24.6% | -24.1% |
| 6M | +33.4% | +5.9% | +27.4% | +29.8% |
| YTD | +178.0% | +7.6% | +170.4% | +167.1% |
| 1Y | +138.6% | +2.4% | +136.1% | +133.0% |
| 3Y | +400.9% | +30.2% | +370.6% | +330.7% |
| 5Y | +580.7% | +41.4% | +539.4% | +450.3% |
| 10Y | +2,655.3% | +183.8% | +2,471.5% | +1,599.5% |
| All | +3,063.4% | +166.2% | +2,897.3% | +1,932.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling