+3,290.5%
DELL vs XLB
+164.2%
+3,126.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.5% |
| 7D | +17.1% | 0.0% | +17.1% | +17.2% |
| 30D | -35.1% | +5.3% | -40.3% | -38.2% |
| 3M | -23.3% | 0.0% | -23.3% | -23.5% |
| 6M | +55.8% | +1.2% | +54.6% | +52.5% |
| YTD | +198.0% | +16.9% | +181.1% | +157.6% |
| 1Y | +166.6% | +20.9% | +145.7% | +123.6% |
| 3Y | +427.6% | +43.3% | +384.3% | +284.5% |
| 5Y | +630.6% | +28.3% | +602.3% | +485.4% |
| 10Y | +2,866.3% | +165.3% | +2,701.0% | +1,253.1% |
| All | +3,290.5% | +164.2% | +3,126.4% | +1,457.3% |
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 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