+339.6%
DELL vs FIVE
+65.4%
+274.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.6% |
| 7D | +25.6% | +3.7% | +22.0% | +24.2% |
| 30D | +17.7% | +4.0% | +13.7% | +15.8% |
| 3M | +33.4% | +36.2% | -2.8% | +19.6% |
| 6M | +266.2% | +18.0% | +248.2% | +244.6% |
| YTD | +328.0% | +34.9% | +293.1% | +282.8% |
| 1Y | +339.6% | +67.9% | +271.7% | +260.6% |
| All | +339.6% | +65.4% | +274.2% | +260.6% |
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