+4,404.4%
DELL vs XLI
+260.4%
+4,144.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +10.9% |
| 7D | +8.2% | -1.7% | +9.9% | +10.2% |
| 30D | +17.1% | -7.3% | +24.4% | +26.8% |
| 3M | +45.2% | -1.3% | +46.5% | +47.9% |
| 6M | +286.8% | +2.2% | +284.5% | +279.3% |
| YTD | +354.8% | +11.7% | +343.1% | +309.0% |
| 1Y | +358.3% | +14.3% | +344.0% | +303.9% |
| 3Y | +724.9% | +70.3% | +654.6% | +409.3% |
| 5Y | +1,193.7% | +82.3% | +1,111.4% | +658.4% |
| All | +4,404.4% | +260.4% | +4,144.1% | +1,552.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling