+145.3%
DELL vs FIVE
+63.1%
+82.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.6% | -0.2% | +4.0% |
| 7D | -11.8% | +6.2% | -18.0% | -12.9% |
| 30D | -40.8% | +18.2% | -59.0% | -43.1% |
| 3M | -23.6% | +3.8% | -27.4% | -24.2% |
| 6M | +33.4% | +13.7% | +19.6% | +29.2% |
| YTD | +178.0% | +34.7% | +143.3% | +149.7% |
| All | +145.3% | +63.1% | +82.1% | +92.0% |
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