+159.9%
DELL vs EXPE
-4.7%
+164.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.2% | -6.0% | -7.1% |
| 7D | +4.9% | -0.5% | +5.4% | +4.9% |
| 30D | -32.1% | -6.1% | -26.0% | -31.4% |
| 3M | -30.2% | -21.3% | -8.9% | -28.9% |
| 6M | +41.7% | +19.0% | +22.7% | +38.3% |
| YTD | +176.6% | -8.4% | +185.0% | +188.7% |
| 1Y | +159.9% | -2.8% | +162.7% | +160.2% |
| All | +159.9% | -4.7% | +164.7% | +160.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling