+4,681.2%
DELL vs UL
+70.0%
+4,611.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +14.9% | -1.3% | +16.2% | +15.2% |
| 30D | +13.3% | +0.5% | +12.8% | +13.1% |
| 3M | +24.4% | +17.6% | +6.8% | +18.5% |
| 6M | +258.0% | -5.4% | +263.4% | +261.8% |
| YTD | +320.2% | +0.7% | +319.5% | +317.0% |
| 1Y | +319.1% | -9.3% | +328.3% | +327.7% |
| 3Y | +706.5% | +24.5% | +682.0% | +621.6% |
| 5Y | +1,071.9% | +23.2% | +1,048.7% | +935.6% |
| 10Y | +4,683.5% | +64.5% | +4,619.0% | +3,794.7% |
| All | +4,681.2% | +70.0% | +4,611.2% | +3,826.0% |
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