+4,681.2%
DELL vs EXPE
+170.6%
+4,510.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | +14.9% | -9.5% | +24.4% | +18.0% |
| 30D | +13.3% | -6.6% | +19.9% | +15.2% |
| 3M | +24.4% | +31.4% | -7.0% | +14.3% |
| 6M | +258.0% | +35.2% | +222.8% | +222.0% |
| YTD | +320.2% | +5.8% | +314.4% | +302.7% |
| 1Y | +319.1% | +38.7% | +280.4% | +267.4% |
| 3Y | +706.5% | +175.8% | +530.8% | +462.3% |
| 5Y | +1,071.9% | +111.8% | +960.1% | +737.0% |
| 10Y | +4,683.5% | +179.7% | +4,503.8% | +2,595.4% |
| All | +4,681.2% | +170.6% | +4,510.6% | +2,612.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling