+2,655.3%
DELL vs FIVE
+596.6%
+2,058.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.6% | -0.2% | +3.8% |
| 7D | -11.8% | +6.2% | -18.0% | -13.4% |
| 30D | -40.8% | +18.2% | -59.0% | -43.8% |
| 3M | -23.6% | +3.8% | -27.4% | -24.9% |
| 6M | +33.4% | +13.7% | +19.6% | +26.7% |
| YTD | +178.0% | +34.7% | +143.3% | +150.7% |
| 1Y | +138.6% | +66.6% | +71.9% | +101.8% |
| 3Y | +400.9% | +44.3% | +356.6% | +305.2% |
| 5Y | +580.7% | +18.8% | +562.0% | +457.7% |
| 10Y | +2,655.3% | +569.2% | +2,086.1% | +1,496.7% |
| All | +2,655.3% | +596.6% | +2,058.7% | +1,496.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling