+2,662.4%
DELL vs FIVE
+504.2%
+2,158.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.1% |
| 7D | +4.9% | +2.7% | +2.2% | +4.1% |
| 30D | -32.1% | +12.7% | -44.7% | -34.5% |
| 3M | -30.2% | +2.1% | -32.3% | -31.1% |
| 6M | +41.7% | +17.5% | +24.2% | +33.3% |
| YTD | +176.6% | +31.0% | +145.6% | +151.4% |
| 1Y | +159.9% | +67.7% | +92.2% | +119.2% |
| 3Y | +388.0% | +43.4% | +344.6% | +295.2% |
| 5Y | +578.2% | +18.1% | +560.1% | +456.3% |
| All | +2,662.4% | +504.2% | +2,158.2% | +1,500.7% |
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