+4,062.5%
DELL vs XLP
+102.6%
+3,959.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.2% |
| 7D | +25.6% | -1.4% | +27.1% | +26.7% |
| 30D | +17.7% | -1.3% | +18.9% | +18.4% |
| 3M | +33.4% | +1.8% | +31.6% | +30.2% |
| 6M | +266.2% | -0.8% | +267.0% | +261.2% |
| YTD | +328.0% | +9.5% | +318.5% | +292.2% |
| 1Y | +339.6% | +7.2% | +332.4% | +307.7% |
| 3Y | +694.6% | +27.1% | +667.5% | +526.8% |
| 5Y | +1,122.0% | +32.0% | +1,089.9% | +835.7% |
| 10Y | +4,062.5% | +102.9% | +3,959.6% | +2,245.0% |
| All | +4,062.5% | +102.6% | +3,959.9% | +2,245.0% |
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