+2,876.0%
DELL vs EXPE
+126.2%
+2,749.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +17.1% | -4.2% | +21.3% | +18.4% |
| 30D | -35.1% | -4.5% | -30.5% | -34.9% |
| 3M | -23.3% | -19.7% | -3.6% | -19.9% |
| 6M | +55.8% | +18.3% | +37.5% | +45.0% |
| YTD | +198.0% | -7.3% | +205.3% | +191.8% |
| 1Y | +166.6% | -3.9% | +170.5% | +158.4% |
| 3Y | +427.6% | +123.0% | +304.6% | +286.7% |
| 5Y | +630.6% | +47.9% | +582.7% | +470.9% |
| All | +2,876.0% | +126.2% | +2,749.8% | +1,536.2% |
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