+377.0%
DELL vs XLP
+42.1%
+334.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +4.9% | +2.8% |
| 7D | -22.6% | +0.7% | -23.3% | -21.9% |
| 30D | -43.2% | +10.3% | -53.4% | -39.8% |
| 3M | -24.8% | +6.5% | -31.4% | -21.5% |
| 6M | +38.0% | +8.4% | +29.6% | +45.7% |
| YTD | +163.7% | +18.2% | +145.5% | +179.9% |
| 1Y | +122.5% | +22.4% | +100.1% | +136.2% |
| 3Y | +377.0% | +41.9% | +335.1% | +417.4% |
| All | +377.0% | +42.1% | +334.9% | +417.4% |
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