+4,681.2%
DELL vs XLB
+163.4%
+4,517.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.8% |
| 7D | +14.9% | -1.4% | +16.3% | +16.6% |
| 30D | +13.3% | -0.4% | +13.7% | +13.7% |
| 3M | +24.4% | +2.0% | +22.4% | +21.5% |
| 6M | +258.0% | +1.8% | +256.2% | +250.5% |
| YTD | +320.2% | +16.6% | +303.6% | +265.4% |
| 1Y | +319.1% | +16.9% | +302.1% | +262.7% |
| 3Y | +706.5% | +32.6% | +674.0% | +530.3% |
| 5Y | +1,071.9% | +35.6% | +1,036.3% | +799.0% |
| 10Y | +4,683.5% | +160.0% | +4,523.4% | +2,126.0% |
| All | +4,681.2% | +163.4% | +4,517.8% | +2,108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling