+3,922.7%
DELL vs EXPE
+165.2%
+3,757.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -5.8% |
| 7D | -1.9% | -8.7% | +6.8% | +0.3% |
| 30D | +14.9% | -13.6% | +28.5% | +19.0% |
| 3M | +37.2% | +26.6% | +10.6% | +27.1% |
| 6M | +254.0% | +19.9% | +234.0% | +229.5% |
| YTD | +306.1% | -1.7% | +307.9% | +296.2% |
| 1Y | +312.3% | +29.4% | +282.8% | +267.3% |
| 3Y | +654.0% | +155.7% | +498.4% | +435.3% |
| 5Y | +1,055.3% | +93.1% | +962.3% | +744.3% |
| All | +3,922.7% | +165.2% | +3,757.5% | +2,184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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