+2,876.0%
DELL vs XLP
+135.7%
+2,740.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | +17.1% | -0.2% | +17.3% | +17.3% |
| 30D | -35.1% | +8.2% | -43.2% | -38.4% |
| 3M | -23.3% | +7.7% | -31.0% | -27.2% |
| 6M | +55.8% | +9.3% | +46.5% | +44.2% |
| YTD | +198.0% | +19.5% | +178.5% | +157.6% |
| 1Y | +166.6% | +21.0% | +145.6% | +128.1% |
| 3Y | +427.6% | +43.2% | +384.4% | +281.4% |
| 5Y | +630.6% | +42.7% | +587.9% | +430.9% |
| All | +2,876.0% | +135.7% | +2,740.2% | +1,441.2% |
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