+377.0%
DELL vs FIVE
+34.8%
+342.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -22.6% | -0.3% | -22.3% | -22.5% |
| 30D | -43.2% | +17.7% | -60.8% | -45.9% |
| 3M | -24.8% | +4.0% | -28.8% | -26.2% |
| 6M | +38.0% | +2.6% | +35.4% | +35.4% |
| YTD | +163.7% | +27.6% | +136.2% | +142.0% |
| 1Y | +122.5% | +59.9% | +62.6% | +90.7% |
| 3Y | +377.0% | +35.8% | +341.2% | +211.6% |
| All | +377.0% | +34.8% | +342.1% | +211.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling