+1,106.2%
DELL vs EXE
+100.7%
+1,005.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +8.7% | -2.7% | +11.5% | +9.4% |
| 30D | +16.9% | -0.4% | +17.3% | +16.8% |
| 3M | +40.4% | +9.5% | +30.9% | +36.9% |
| 6M | +267.1% | -9.3% | +276.4% | +274.1% |
| YTD | +329.1% | -10.9% | +340.0% | +337.9% |
| 1Y | +346.9% | +4.3% | +342.6% | +334.5% |
| 3Y | +696.6% | +18.8% | +677.8% | +650.3% |
| 5Y | +1,106.2% | +101.4% | +1,004.8% | +970.6% |
| All | +1,106.2% | +100.7% | +1,005.5% | +970.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling