+2,954.5%
DELL vs FIVE
+436.4%
+2,518.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -18.1% | +7.3% | -25.5% | -19.8% |
| 30D | -42.9% | +18.1% | -60.9% | -45.7% |
| 3M | -26.9% | +7.7% | -34.6% | -28.9% |
| 6M | +28.8% | +13.6% | +15.2% | +22.4% |
| YTD | +168.4% | +34.6% | +133.8% | +142.3% |
| 1Y | +136.8% | +66.2% | +70.6% | +100.7% |
| 3Y | +375.3% | +43.5% | +331.9% | +285.6% |
| 5Y | +551.0% | +20.7% | +530.4% | +431.7% |
| 10Y | +2,566.3% | +541.5% | +2,024.8% | +1,420.7% |
| All | +2,954.5% | +436.4% | +2,518.1% | +1,736.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling