+2,566.3%
DELL vs XLP
+129.0%
+2,437.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -18.1% | +2.3% | -20.5% | -19.2% |
| 30D | -42.9% | +9.1% | -52.0% | -46.1% |
| 3M | -26.9% | +7.9% | -34.7% | -30.7% |
| 6M | +28.8% | +9.6% | +19.2% | +18.9% |
| YTD | +168.4% | +19.4% | +149.0% | +132.0% |
| 1Y | +136.8% | +22.4% | +114.4% | +100.8% |
| 3Y | +375.3% | +43.2% | +332.2% | +243.5% |
| 5Y | +551.0% | +42.6% | +508.4% | +373.3% |
| 10Y | +2,566.3% | +135.4% | +2,430.9% | +1,277.1% |
| All | +2,566.3% | +129.0% | +2,437.3% | +1,277.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling