+4,404.4%
DELL vs NTRS
+259.9%
+4,144.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.4% |
| 7D | +8.2% | +1.4% | +6.9% | +7.5% |
| 30D | +17.1% | -0.7% | +17.7% | +17.6% |
| 3M | +45.2% | +11.3% | +33.8% | +37.6% |
| 6M | +286.8% | +35.5% | +251.2% | +231.7% |
| YTD | +354.8% | +40.6% | +314.2% | +281.6% |
| 1Y | +358.3% | +49.2% | +309.0% | +272.6% |
| 3Y | +724.9% | +167.2% | +557.7% | +396.8% |
| 5Y | +1,193.7% | +94.9% | +1,098.8% | +788.5% |
| All | +4,404.4% | +259.9% | +4,144.5% | +2,286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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