+41.7%
DELL vs XLB
+1.0%
+40.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.1% |
| 7D | +4.9% | +0.5% | +4.3% | +4.8% |
| 30D | -32.1% | +5.2% | -37.2% | -32.9% |
| 3M | -30.2% | +0.3% | -30.5% | -29.5% |
| 6M | +41.7% | +1.2% | +40.5% | +43.3% |
| All | +41.7% | +1.0% | +40.7% | +43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling