+143.3%
DELL vs XLI
+12.2%
+131.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.1% | -7.7% | -7.4% |
| 7D | -24.6% | +0.6% | -25.2% | -25.0% |
| 30D | -32.5% | -0.4% | -32.1% | -31.9% |
| 3M | -20.2% | -8.8% | -11.4% | -10.2% |
| 6M | +76.5% | -0.4% | +76.9% | +80.1% |
| YTD | +198.9% | +10.1% | +188.8% | +166.8% |
| 1Y | +143.3% | +12.3% | +131.0% | +110.3% |
| All | +143.3% | +12.2% | +131.1% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling