+143.3%
DELL vs XRT
+18.0%
+125.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.5% | -14.4% | -8.6% |
| 7D | -24.6% | +8.0% | -32.6% | -24.6% |
| 30D | -32.5% | +13.0% | -45.5% | -33.4% |
| 3M | -20.2% | +1.7% | -21.9% | -18.7% |
| 6M | +76.5% | +12.6% | +63.9% | +70.1% |
| YTD | +198.9% | +10.7% | +188.3% | +191.1% |
| 1Y | +143.3% | +18.4% | +124.9% | +126.0% |
| All | +143.3% | +18.0% | +125.4% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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