+425.7%
DELL vs XRT
+58.0%
+367.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.4% |
| 7D | +17.1% | -0.4% | +17.6% | +17.4% |
| 30D | -35.1% | +7.5% | -42.6% | -38.4% |
| 3M | -23.3% | +2.3% | -25.6% | -25.0% |
| 6M | +55.8% | +12.8% | +43.0% | +39.8% |
| YTD | +198.0% | +7.1% | +190.9% | +178.8% |
| 1Y | +166.6% | +12.3% | +154.3% | +140.2% |
| All | +425.7% | +58.0% | +367.7% | +338.4% |
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 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