+724.9%
DELL vs NEM
+243.4%
+481.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.4% | +11.8% |
| 7D | +8.2% | -1.0% | +9.2% | +8.5% |
| 30D | +17.1% | +7.8% | +9.3% | +14.9% |
| 3M | +45.2% | +30.2% | +14.9% | +35.6% |
| 6M | +286.8% | +9.6% | +277.2% | +273.7% |
| YTD | +354.8% | +27.8% | +327.0% | +328.1% |
| 1Y | +358.3% | +60.7% | +297.6% | +311.4% |
| 3Y | +724.9% | +245.3% | +479.6% | +523.8% |
| All | +724.9% | +243.4% | +481.5% | +523.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling