+2,144.7%
DELL vs IR
+334.2%
+1,810.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +17.1% | +4.3% | +12.9% | +14.8% |
| 30D | -35.1% | +8.1% | -43.2% | -37.4% |
| 3M | -23.3% | +0.7% | -24.0% | -23.6% |
| 6M | +55.8% | +16.6% | +39.2% | +43.7% |
| YTD | +198.0% | +7.8% | +190.2% | +184.0% |
| 1Y | +166.6% | +9.9% | +156.7% | +151.7% |
| 3Y | +427.6% | +25.2% | +402.4% | +370.1% |
| 5Y | +630.6% | +46.8% | +583.8% | +498.7% |
| All | +2,144.7% | +334.2% | +1,810.5% | +1,222.7% |
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