+3,313.5%
DELL vs XLE
+177.3%
+3,136.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.9% | +9.9% | +10.9% |
| 7D | +0.4% | -0.2% | +0.6% | +0.8% |
| 30D | -35.1% | -4.0% | -31.1% | -33.7% |
| 3M | -15.1% | +4.6% | -19.8% | -16.9% |
| 6M | +51.7% | +12.3% | +39.4% | +42.6% |
| YTD | +200.0% | +44.5% | +155.4% | +147.8% |
| 1Y | +172.1% | +42.4% | +129.7% | +126.2% |
| 3Y | +431.2% | +67.0% | +364.2% | +308.9% |
| 5Y | +633.1% | +161.9% | +471.2% | +345.0% |
| 10Y | +2,886.3% | +173.9% | +2,712.5% | +1,497.3% |
| All | +3,313.5% | +177.3% | +3,136.2% | +1,741.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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