+4,150.0%
DELL vs XRT
+126.9%
+4,023.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.2% |
| 7D | +8.7% | -2.4% | +11.2% | +10.2% |
| 30D | +16.9% | -6.9% | +23.8% | +21.6% |
| 3M | +40.4% | -0.4% | +40.8% | +39.6% |
| 6M | +267.1% | +2.2% | +264.8% | +258.9% |
| YTD | +329.1% | -0.7% | +329.8% | +326.8% |
| 1Y | +346.9% | -2.0% | +348.9% | +346.9% |
| 3Y | +696.6% | +41.0% | +655.6% | +546.7% |
| 5Y | +1,106.2% | -3.3% | +1,109.5% | +1,068.9% |
| All | +4,150.0% | +126.9% | +4,023.2% | +2,146.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling