+2,959.6%
DELL vs IR
+271.9%
+2,687.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.7% | -5.0% |
| 7D | -1.9% | -3.1% | +1.2% | -0.4% |
| 30D | +14.9% | -14.0% | +28.9% | +23.6% |
| 3M | +37.2% | +3.7% | +33.5% | +34.0% |
| 6M | +254.0% | -15.4% | +269.4% | +280.2% |
| YTD | +306.1% | -7.7% | +313.8% | +317.2% |
| 1Y | +312.3% | -8.8% | +321.1% | +324.9% |
| 3Y | +654.0% | +5.6% | +648.4% | +627.4% |
| 5Y | +1,055.3% | +34.3% | +1,021.0% | +893.2% |
| All | +2,959.6% | +271.9% | +2,687.7% | +1,843.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling