+143.3%
DELL vs XLP
+24.3%
+119.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.4% | -12.2% | -4.0% |
| 7D | -24.6% | +5.9% | -30.5% | -17.7% |
| 30D | -32.5% | +13.5% | -45.9% | -19.8% |
| 3M | -20.2% | +8.4% | -28.6% | -9.7% |
| 6M | +76.5% | +11.5% | +64.9% | +106.6% |
| YTD | +198.9% | +20.6% | +178.3% | +257.6% |
| 1Y | +143.3% | +24.3% | +119.0% | +183.4% |
| All | +143.3% | +24.3% | +119.0% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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