+1,106.2%
DELL vs XLB
+35.5%
+1,070.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +1.3% |
| 7D | +8.7% | -2.9% | +11.7% | +12.0% |
| 30D | +16.9% | -3.4% | +20.3% | +20.9% |
| 3M | +40.4% | +1.6% | +38.8% | +37.1% |
| 6M | +267.1% | +3.6% | +263.4% | +251.3% |
| YTD | +329.1% | +14.2% | +314.8% | +273.4% |
| 1Y | +346.9% | +15.6% | +331.3% | +283.4% |
| 3Y | +696.6% | +33.1% | +663.5% | +497.9% |
| 5Y | +1,106.2% | +35.0% | +1,071.1% | +793.5% |
| All | +1,106.2% | +35.5% | +1,070.7% | +793.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling