+2,159.9%
DELL vs IR
+332.9%
+1,827.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.9% | +12.7% | +12.2% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | -35.1% | +7.6% | -42.7% | -37.3% |
| 3M | -15.1% | +0.1% | -15.2% | -15.2% |
| 6M | +51.7% | +14.0% | +37.8% | +41.5% |
| YTD | +200.0% | +7.5% | +192.5% | +186.3% |
| 1Y | +172.1% | +10.1% | +162.0% | +156.7% |
| 3Y | +431.2% | +24.9% | +406.4% | +374.0% |
| 5Y | +633.1% | +46.9% | +586.2% | +500.8% |
| All | +2,159.9% | +332.9% | +1,827.0% | +1,233.5% |
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