+1,085.7%
DELL vs FIVE
+31.2%
+1,054.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | 0.0% |
| 7D | +14.9% | +4.3% | +10.6% | +13.4% |
| 30D | +13.3% | +12.5% | +0.8% | +8.9% |
| 3M | +24.4% | +31.2% | -6.8% | +13.9% |
| 6M | +258.0% | +14.4% | +243.6% | +240.3% |
| YTD | +320.2% | +33.9% | +286.3% | +280.7% |
| 1Y | +319.1% | +65.1% | +254.0% | +255.2% |
| 3Y | +706.5% | +49.0% | +657.6% | +521.4% |
| All | +1,085.7% | +31.2% | +1,054.5% | +782.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling