+1,330.5%
DELL vs EXE
+191.4%
+1,139.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +14.9% | -0.3% | +15.1% | +14.9% |
| 30D | +13.3% | +8.5% | +4.8% | +10.9% |
| 3M | +24.4% | +5.5% | +18.9% | +22.5% |
| 6M | +258.0% | -5.9% | +263.9% | +261.3% |
| YTD | +320.2% | -9.7% | +329.9% | +327.2% |
| 1Y | +319.1% | +3.6% | +315.5% | +309.0% |
| 3Y | +706.5% | +18.0% | +688.5% | +662.4% |
| 5Y | +1,071.9% | +109.4% | +962.5% | +920.5% |
| All | +1,330.5% | +191.4% | +1,139.1% | +1,065.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling