+143.3%
DELL vs EXE
-18.4%
+161.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.9% | -5.9% | -8.8% |
| 7D | -24.6% | -4.7% | -19.9% | -24.6% |
| 30D | -32.5% | +1.0% | -33.5% | -32.2% |
| 3M | -20.2% | -5.6% | -14.6% | -20.7% |
| 6M | +76.5% | -12.3% | +88.8% | +74.9% |
| YTD | +198.9% | -19.5% | +218.4% | +201.5% |
| 1Y | +143.3% | -18.9% | +162.2% | +142.8% |
| All | +143.3% | -18.4% | +161.8% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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