+425.7%
DELL vs XLP
+43.4%
+382.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.9% |
| 7D | +17.1% | -0.2% | +17.3% | +16.9% |
| 30D | -35.1% | +8.2% | -43.2% | -31.6% |
| 3M | -23.3% | +7.7% | -31.0% | -19.3% |
| 6M | +55.8% | +9.3% | +46.5% | +65.6% |
| YTD | +198.0% | +19.5% | +178.5% | +218.4% |
| 1Y | +166.6% | +21.0% | +145.6% | +184.8% |
| All | +425.7% | +43.4% | +382.4% | +473.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling