+1,448.3%
DELL vs EXE
+182.2%
+1,266.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.1% | +14.1% | +12.4% |
| 7D | +8.2% | -3.1% | +11.4% | +8.9% |
| 30D | +17.1% | -0.9% | +18.0% | +17.1% |
| 3M | +45.2% | +9.6% | +35.6% | +41.5% |
| 6M | +286.8% | -11.6% | +298.4% | +296.0% |
| YTD | +354.8% | -12.6% | +367.3% | +365.5% |
| 1Y | +358.3% | +1.2% | +357.1% | +349.2% |
| 3Y | +724.9% | +18.0% | +706.9% | +679.9% |
| 5Y | +1,193.7% | +101.1% | +1,092.6% | +1,035.7% |
| All | +1,448.3% | +182.2% | +1,266.1% | +1,169.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling