+694.6%
DELL vs EXPE
+162.6%
+532.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.9% | +9.7% | +3.4% |
| 7D | +25.6% | -9.8% | +35.4% | +28.1% |
| 30D | +17.7% | -11.5% | +29.2% | +20.2% |
| 3M | +33.4% | +21.7% | +11.7% | +26.4% |
| 6M | +266.2% | +10.4% | +255.8% | +252.0% |
| YTD | +328.0% | -2.5% | +330.5% | +322.9% |
| 1Y | +339.6% | +27.3% | +312.2% | +299.4% |
| 3Y | +694.6% | +153.5% | +541.1% | +529.5% |
| All | +694.6% | +162.6% | +532.0% | +529.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling