+694.6%
DELL vs XRT
+42.5%
+652.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +3.3% |
| 7D | +25.6% | -0.3% | +25.9% | +25.8% |
| 30D | +17.7% | -5.6% | +23.3% | +21.9% |
| 3M | +33.4% | +2.5% | +30.9% | +29.5% |
| 6M | +266.2% | +3.7% | +262.5% | +251.7% |
| YTD | +328.0% | +1.0% | +327.0% | +319.1% |
| 1Y | +339.6% | -1.2% | +340.8% | +336.1% |
| 3Y | +694.6% | +43.4% | +651.2% | +571.5% |
| All | +694.6% | +42.5% | +652.1% | +571.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling