+1,145.9%
DELL vs XLU
+42.8%
+1,103.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.3% | +12.1% |
| 7D | +8.2% | -1.6% | +9.8% | +8.8% |
| 30D | +17.1% | -3.3% | +20.4% | +18.4% |
| 3M | +45.2% | -3.2% | +48.3% | +46.6% |
| 6M | +286.8% | -7.0% | +293.7% | +294.9% |
| YTD | +354.8% | +0.6% | +354.2% | +349.8% |
| 1Y | +358.3% | +2.4% | +355.8% | +350.3% |
| 3Y | +724.9% | +46.3% | +678.6% | +613.0% |
| All | +1,145.9% | +42.8% | +1,103.2% | +1,004.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling