+724.9%
DELL vs XLI
+70.0%
+654.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +10.5% |
| 7D | +8.2% | -1.7% | +9.9% | +10.9% |
| 30D | +17.1% | -7.3% | +24.4% | +30.4% |
| 3M | +45.2% | -1.3% | +46.5% | +48.6% |
| 6M | +286.8% | +2.2% | +284.5% | +274.6% |
| YTD | +354.8% | +11.7% | +343.1% | +288.0% |
| 1Y | +358.3% | +14.3% | +344.0% | +279.0% |
| 3Y | +724.9% | +70.3% | +654.6% | +369.2% |
| All | +724.9% | +70.0% | +654.9% | +369.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling