+4,681.2%
DELL vs EXC
+154.4%
+4,526.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +14.9% | +0.3% | +14.6% | +14.8% |
| 30D | +13.3% | -3.7% | +17.0% | +14.6% |
| 3M | +24.4% | -1.3% | +25.7% | +24.3% |
| 6M | +258.0% | -9.7% | +267.7% | +266.9% |
| YTD | +320.2% | +2.9% | +317.3% | +310.7% |
| 1Y | +319.1% | +4.4% | +314.7% | +306.7% |
| 3Y | +706.5% | +22.2% | +684.3% | +610.6% |
| 5Y | +1,071.9% | +46.7% | +1,025.2% | +823.2% |
| 10Y | +4,683.5% | +155.3% | +4,528.1% | +2,984.2% |
| All | +4,681.2% | +154.4% | +4,526.8% | +3,025.5% |
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