+258.0%
DELL vs XLP
-2.5%
+260.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +0.2% |
| 7D | +14.9% | -1.0% | +15.9% | +13.0% |
| 30D | +13.3% | -0.9% | +14.2% | +11.8% |
| 3M | +24.4% | +3.8% | +20.6% | +33.6% |
| 6M | +258.0% | -1.7% | +259.7% | +280.3% |
| All | +258.0% | -2.5% | +260.5% | +280.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling