+4,521.4%
DELL vs ITOT
+290.6%
+4,230.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -4.5% |
| 7D | -1.9% | -2.0% | +0.1% | +0.7% |
| 30D | +14.9% | -2.0% | +16.8% | +18.1% |
| 3M | +37.2% | +4.5% | +32.7% | +30.9% |
| 6M | +254.0% | +12.6% | +241.3% | +210.4% |
| YTD | +306.1% | +12.0% | +294.2% | +260.1% |
| 1Y | +312.3% | +17.3% | +295.0% | +247.2% |
| 3Y | +654.0% | +75.2% | +578.8% | +320.0% |
| 5Y | +1,055.3% | +74.0% | +981.3% | +550.3% |
| 10Y | +3,948.9% | +298.6% | +3,650.3% | +911.7% |
| All | +4,521.4% | +290.6% | +4,230.8% | +1,079.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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