+143.3%
DELL vs XLC
-5.6%
+148.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.5% | -12.3% | -9.9% |
| 7D | -24.6% | +1.8% | -26.4% | -24.9% |
| 30D | -32.5% | -6.0% | -26.5% | -30.7% |
| 3M | -20.2% | -6.0% | -14.2% | -18.2% |
| 6M | +76.5% | -9.1% | +85.5% | +88.4% |
| YTD | +198.9% | -10.0% | +209.0% | +226.1% |
| 1Y | +143.3% | -5.8% | +149.1% | +146.9% |
| All | +143.3% | -5.6% | +148.9% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling