+914.4%
DELL vs EXE
+163.0%
+751.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +17.1% | +3.6% | +13.6% | +16.2% |
| 30D | -35.1% | -4.3% | -30.7% | -34.3% |
| 3M | -23.3% | -7.7% | -15.6% | -22.0% |
| 6M | +55.8% | -7.2% | +63.1% | +57.7% |
| YTD | +198.0% | -18.5% | +216.5% | +210.0% |
| 1Y | +166.6% | -24.4% | +190.9% | +182.2% |
| 3Y | +427.6% | +21.6% | +406.1% | +398.0% |
| 5Y | +630.6% | +77.3% | +553.3% | +561.0% |
| All | +914.4% | +163.0% | +751.4% | +745.6% |
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 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