+2,662.4%
DELL vs XLB
+163.6%
+2,498.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.0% |
| 7D | +4.9% | +0.5% | +4.3% | +4.5% |
| 30D | -32.1% | +5.2% | -37.2% | -35.4% |
| 3M | -30.2% | +0.3% | -30.5% | -30.6% |
| 6M | +41.7% | +1.2% | +40.5% | +38.8% |
| YTD | +176.6% | +16.6% | +159.9% | +139.4% |
| 1Y | +159.9% | +21.4% | +138.5% | +116.8% |
| 3Y | +388.0% | +43.2% | +344.8% | +254.9% |
| 5Y | +578.2% | +28.0% | +550.2% | +443.4% |
| All | +2,662.4% | +163.6% | +2,498.8% | +1,128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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