+1,122.0%
DELL vs IR
+46.5%
+1,075.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.9% |
| 7D | +25.6% | +0.6% | +25.0% | +25.2% |
| 30D | +17.7% | -13.6% | +31.3% | +28.8% |
| 3M | +33.4% | +3.7% | +29.8% | +29.0% |
| 6M | +266.2% | -13.1% | +279.3% | +294.2% |
| YTD | +328.0% | -5.1% | +333.1% | +333.3% |
| 1Y | +339.6% | -6.5% | +346.0% | +347.1% |
| 3Y | +694.6% | +8.5% | +686.1% | +624.9% |
| 5Y | +1,122.0% | +43.3% | +1,078.7% | +809.0% |
| All | +1,122.0% | +46.5% | +1,075.5% | +809.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling