+143.3%
DELL vs FIVE
+63.3%
+80.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.7% | -15.5% | -10.1% |
| 7D | -24.6% | +7.5% | -32.1% | -25.8% |
| 30D | -32.5% | +16.7% | -49.2% | -35.0% |
| 3M | -20.2% | +13.4% | -33.6% | -23.2% |
| 6M | +76.5% | +9.0% | +67.4% | +73.4% |
| YTD | +198.9% | +33.8% | +165.1% | +168.1% |
| 1Y | +143.3% | +61.2% | +82.2% | +95.3% |
| All | +143.3% | +63.3% | +80.1% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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