+143.3%
DELL vs EXEL
+92.4%
+50.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.4% | -8.9% |
| 7D | -24.6% | +9.8% | -34.4% | -25.5% |
| 30D | -32.5% | +23.6% | -56.1% | -34.7% |
| 3M | -20.2% | +29.9% | -50.1% | -23.5% |
| 6M | +76.5% | +64.7% | +11.8% | +58.3% |
| YTD | +198.9% | +66.0% | +132.9% | +164.7% |
| 1Y | +143.3% | +92.0% | +51.4% | +111.8% |
| All | +143.3% | +92.4% | +50.9% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling