+52.7%
DRAM vs XLK
+29.4%
+23.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | +2.0% |
| 7D | +7.9% | +3.4% | +4.6% | 0.0% |
| 30D | -15.4% | -10.6% | -4.9% | +13.1% |
| 3M | -25.5% | -10.6% | -14.9% | +0.3% |
| 6M | -22.3% | -3.5% | -18.8% | -8.9% |
| All | +52.7% | +29.4% | +23.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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