+4,681.2%
DELL vs XRT
+123.3%
+4,558.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.9% |
| 7D | +14.9% | +0.8% | +14.1% | +14.4% |
| 30D | +13.3% | -4.2% | +17.5% | +16.0% |
| 3M | +24.4% | +5.1% | +19.3% | +20.0% |
| 6M | +258.0% | +2.4% | +255.6% | +250.0% |
| YTD | +320.2% | +3.2% | +317.0% | +309.1% |
| 1Y | +319.1% | +1.5% | +317.5% | +310.9% |
| 3Y | +706.5% | +40.6% | +666.0% | +555.5% |
| 5Y | +1,071.9% | -1.0% | +1,072.9% | +1,020.4% |
| 10Y | +4,683.5% | +128.4% | +4,555.1% | +2,413.3% |
| All | +4,681.2% | +123.3% | +4,558.0% | +2,457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling