+3,047.2%
DELL vs XLB
+163.6%
+2,883.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.3% |
| 3M | -30.2% | +0.3% | -30.5% | -30.6% |
| 6M | +41.7% | +1.2% | +40.5% | +38.8% |
| YTD | +176.6% | +16.6% | +159.9% | +139.6% |
| 1Y | +159.9% | +21.4% | +138.5% | +117.1% |
| 3Y | +388.0% | +43.2% | +344.8% | +255.9% |
| 5Y | +578.2% | +28.0% | +550.2% | +444.5% |
| 10Y | +2,653.4% | +164.8% | +2,488.6% | +1,158.5% |
| All | +3,047.2% | +163.6% | +2,883.6% | +1,348.4% |
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