+3,047.2%
DELL vs UL
+76.8%
+2,970.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.1% | -8.2% | -7.4% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | -32.1% | +4.5% | -36.6% | -32.9% |
| 3M | -30.2% | +6.5% | -36.7% | -31.5% |
| 6M | +41.7% | +18.2% | +23.5% | +34.3% |
| YTD | +176.6% | +4.7% | +171.9% | +171.0% |
| 1Y | +159.9% | +0.8% | +159.2% | +157.0% |
| 3Y | +388.0% | +35.9% | +352.1% | +323.2% |
| 5Y | +578.2% | +33.4% | +544.8% | +482.2% |
| 10Y | +2,653.4% | +106.9% | +2,546.5% | +2,160.1% |
| All | +3,047.2% | +76.8% | +2,970.4% | +2,451.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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