+724.9%
DELL vs XLF
+74.2%
+650.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +11.3% |
| 7D | +8.2% | -1.5% | +9.7% | +9.8% |
| 30D | +17.1% | -1.2% | +18.2% | +18.6% |
| 3M | +45.2% | +9.2% | +36.0% | +33.0% |
| 6M | +286.8% | +16.3% | +270.4% | +232.2% |
| YTD | +354.8% | +5.4% | +349.3% | +332.1% |
| 1Y | +358.3% | +7.6% | +350.7% | +325.1% |
| 3Y | +724.9% | +74.2% | +650.7% | +458.0% |
| All | +724.9% | +74.2% | +650.7% | +458.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 3y: compounded portfolio wealth divided by compounded XLF 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…
3y analysis · Full analysis span regression · 6 months rolling