+2,210.0%
DELL vs XLC
+143.7%
+2,066.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.5% |
| 7D | +14.9% | -0.8% | +15.7% | +15.9% |
| 30D | +13.3% | +1.0% | +12.2% | +12.2% |
| 3M | +24.4% | -0.7% | +25.1% | +23.9% |
| 6M | +258.0% | -5.1% | +263.2% | +270.8% |
| YTD | +320.2% | -4.3% | +324.5% | +333.0% |
| 1Y | +319.1% | -0.6% | +319.6% | +317.0% |
| 3Y | +706.5% | +72.7% | +633.8% | +408.7% |
| 5Y | +1,071.9% | +38.0% | +1,033.9% | +783.3% |
| All | +2,210.0% | +143.7% | +2,066.3% | +851.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling