+678.3%
DELL vs EXE
+17.8%
+660.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +8.7% | -2.7% | +11.5% | +9.6% |
| 30D | +16.9% | -0.4% | +17.3% | +16.7% |
| 3M | +40.4% | +9.5% | +30.9% | +36.0% |
| 6M | +267.1% | -9.3% | +276.4% | +276.7% |
| YTD | +329.1% | -10.9% | +340.0% | +341.5% |
| 1Y | +346.9% | +4.3% | +342.6% | +325.6% |
| All | +678.3% | +17.8% | +660.5% | +585.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling