+4,782.6%
DELL vs XLF
+252.8%
+4,529.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +8.7% | -1.0% | +9.8% | +9.6% |
| 30D | +16.9% | -1.3% | +18.2% | +18.2% |
| 3M | +40.4% | +9.1% | +31.3% | +31.0% |
| 6M | +267.1% | +14.4% | +252.7% | +229.8% |
| YTD | +329.1% | +5.1% | +324.0% | +311.8% |
| 1Y | +346.9% | +8.6% | +338.3% | +317.3% |
| 3Y | +696.6% | +74.4% | +622.2% | +424.9% |
| 5Y | +1,106.2% | +64.4% | +1,041.8% | +733.1% |
| 10Y | +4,177.7% | +251.6% | +3,926.1% | +1,919.0% |
| All | +4,782.6% | +252.8% | +4,529.8% | +2,204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling