+143.3%
DELL vs XLU
+0.7%
+142.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.3% | -8.8% |
| 7D | -24.6% | +2.6% | -27.2% | -24.6% |
| 30D | -32.5% | +9.1% | -41.6% | -32.8% |
| 3M | -20.2% | -0.4% | -19.8% | -20.9% |
| 6M | +76.5% | -4.7% | +81.1% | +78.5% |
| YTD | +198.9% | +4.3% | +194.6% | +190.8% |
| 1Y | +143.3% | +1.0% | +142.3% | +142.9% |
| All | +143.3% | +0.7% | +142.7% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling