+319.1%
DELL vs XLU
+4.9%
+314.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | +0.8% | +14.1% | +14.9% |
| 30D | +13.3% | -1.3% | +14.6% | +13.4% |
| 3M | +24.4% | -1.3% | +25.7% | +24.5% |
| 6M | +258.0% | -7.6% | +265.6% | +269.4% |
| YTD | +320.2% | +2.3% | +317.9% | +305.7% |
| 1Y | +319.1% | +5.8% | +313.3% | +301.5% |
| All | +319.1% | +4.9% | +314.1% | +301.5% |
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