+2,505.9%
DELL vs XLP
+126.4%
+2,379.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +4.9% | +4.3% |
| 7D | -22.6% | +0.7% | -23.3% | -23.1% |
| 30D | -43.2% | +10.3% | -53.4% | -46.7% |
| 3M | -24.8% | +6.5% | -31.4% | -28.3% |
| 6M | +38.0% | +8.4% | +29.6% | +28.2% |
| YTD | +163.7% | +18.2% | +145.5% | +129.2% |
| 1Y | +122.5% | +22.4% | +100.1% | +88.2% |
| 3Y | +377.0% | +41.9% | +335.1% | +246.4% |
| 5Y | +542.6% | +40.9% | +501.7% | +370.8% |
| All | +2,505.9% | +126.4% | +2,379.5% | +1,292.0% |
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