+3,063.4%
DELL vs XLP
+118.8%
+2,944.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.0% |
| 7D | -11.8% | +0.1% | -11.9% | -12.0% |
| 30D | -40.8% | +8.9% | -49.8% | -44.1% |
| 3M | -23.6% | +7.5% | -31.1% | -27.4% |
| 6M | +33.4% | +9.4% | +23.9% | +23.3% |
| YTD | +178.0% | +19.3% | +158.8% | +140.9% |
| 1Y | +138.6% | +21.7% | +116.8% | +103.3% |
| 3Y | +400.9% | +44.0% | +356.9% | +261.7% |
| 5Y | +580.7% | +42.8% | +538.0% | +396.4% |
| 10Y | +2,655.3% | +128.8% | +2,526.5% | +1,368.1% |
| All | +3,063.4% | +118.8% | +2,944.7% | +1,612.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling