+358.3%
DELL vs XLU
+3.1%
+355.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.3% | +12.0% |
| 7D | +8.2% | -1.6% | +9.8% | +8.3% |
| 30D | +17.1% | -3.3% | +20.4% | +17.2% |
| 3M | +45.2% | -3.2% | +48.3% | +45.4% |
| 6M | +286.8% | -7.0% | +293.7% | +291.2% |
| YTD | +354.8% | +0.6% | +354.2% | +340.6% |
| 1Y | +358.3% | +2.4% | +355.8% | +342.6% |
| All | +358.3% | +3.1% | +355.1% | +342.6% |
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