+1,106.2%
DELL vs XLC
+37.1%
+1,069.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 7D | +8.7% | -1.4% | +10.2% | +10.0% |
| 30D | +16.9% | -0.9% | +17.8% | +17.7% |
| 3M | +40.4% | -0.3% | +40.8% | +39.4% |
| 6M | +267.1% | -5.2% | +272.2% | +280.1% |
| YTD | +329.1% | -5.3% | +334.4% | +346.2% |
| 1Y | +346.9% | -2.8% | +349.7% | +353.9% |
| 3Y | +696.6% | +71.2% | +625.4% | +429.0% |
| 5Y | +1,106.2% | +37.6% | +1,068.6% | +770.4% |
| All | +1,106.2% | +37.1% | +1,069.0% | +770.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling