+4,782.6%
DELL vs XLU
+138.2%
+4,644.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.8% |
| 7D | +8.7% | +0.6% | +8.1% | +8.4% |
| 30D | +16.9% | -0.4% | +17.3% | +17.1% |
| 3M | +40.4% | -1.7% | +42.2% | +41.3% |
| 6M | +267.1% | -7.1% | +274.2% | +277.2% |
| YTD | +329.1% | +1.9% | +327.2% | +321.5% |
| 1Y | +346.9% | +6.1% | +340.8% | +330.5% |
| 3Y | +696.6% | +48.8% | +647.9% | +545.8% |
| 5Y | +1,106.2% | +43.8% | +1,062.4% | +886.1% |
| 10Y | +4,177.7% | +143.2% | +4,034.6% | +2,714.2% |
| All | +4,782.6% | +138.2% | +4,644.4% | +3,184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling