+4,681.2%
DELL vs NEM
+272.3%
+4,408.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.8% |
| 7D | +14.9% | +0.3% | +14.6% | +14.9% |
| 30D | +13.3% | +23.1% | -9.8% | +9.1% |
| 3M | +24.4% | +18.5% | +5.9% | +20.4% |
| 6M | +258.0% | +7.8% | +250.2% | +250.6% |
| YTD | +320.2% | +29.1% | +291.1% | +300.8% |
| 1Y | +319.1% | +72.7% | +246.4% | +281.7% |
| 3Y | +706.5% | +248.7% | +457.8% | +553.9% |
| 5Y | +1,071.9% | +148.7% | +923.2% | +870.0% |
| 10Y | +4,683.5% | +304.8% | +4,378.7% | +3,875.4% |
| All | +4,681.2% | +272.3% | +4,408.9% | +3,936.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling