+3,922.7%
DELL vs EXEL
+386.3%
+3,536.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.1% |
| 7D | -1.9% | -2.9% | +1.0% | -1.4% |
| 30D | +14.9% | +11.9% | +3.0% | +12.7% |
| 3M | +37.2% | +9.2% | +28.0% | +35.0% |
| 6M | +254.0% | +39.1% | +214.9% | +234.5% |
| YTD | +306.1% | +31.0% | +275.1% | +286.7% |
| 1Y | +312.3% | +52.3% | +259.9% | +281.8% |
| 3Y | +654.0% | +159.7% | +494.3% | +525.1% |
| 5Y | +1,055.3% | +187.7% | +867.6% | +827.8% |
| All | +3,922.7% | +386.3% | +3,536.4% | +2,972.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling