+159.9%
DELL vs XLB
+20.6%
+139.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -35.0% |
| 3M | -30.2% | +0.3% | -30.5% | -30.2% |
| 6M | +41.7% | +1.2% | +40.5% | +40.0% |
| YTD | +176.6% | +16.6% | +159.9% | +143.8% |
| 1Y | +159.9% | +21.4% | +138.5% | +120.8% |
| All | +159.9% | +20.6% | +139.3% | +120.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling