+4,177.7%
DELL vs FIVE
+486.0%
+3,691.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.1% |
| 7D | +8.7% | +1.7% | +7.1% | +8.2% |
| 30D | +16.9% | +5.0% | +11.9% | +14.9% |
| 3M | +40.4% | +29.5% | +10.9% | +29.3% |
| 6M | +267.1% | +12.4% | +254.7% | +250.9% |
| YTD | +329.1% | +31.2% | +297.9% | +291.6% |
| 1Y | +346.9% | +72.9% | +274.1% | +274.8% |
| 3Y | +696.6% | +53.0% | +643.6% | +535.1% |
| 5Y | +1,106.2% | +34.2% | +1,072.0% | +856.2% |
| 10Y | +4,177.7% | +497.6% | +3,680.1% | +2,377.9% |
| All | +4,177.7% | +486.0% | +3,691.7% | +2,377.9% |
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