+4,782.6%
DELL vs XLI
+248.4%
+4,534.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.8% |
| 7D | +8.7% | -0.6% | +9.3% | +9.4% |
| 30D | +16.9% | -6.9% | +23.8% | +26.0% |
| 3M | +40.4% | -1.9% | +42.4% | +43.8% |
| 6M | +267.1% | +1.0% | +266.0% | +263.9% |
| YTD | +329.1% | +11.3% | +317.8% | +286.8% |
| 1Y | +346.9% | +15.8% | +331.1% | +288.2% |
| 3Y | +696.6% | +69.8% | +626.8% | +393.0% |
| 5Y | +1,106.2% | +80.9% | +1,025.3% | +611.9% |
| 10Y | +4,177.7% | +257.2% | +3,920.5% | +1,452.4% |
| All | +4,782.6% | +248.4% | +4,534.2% | +1,719.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling