+112.9%
DRAM vs XLK
+42.4%
+70.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -2.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.5% |
| 30D | +7.8% | -0.6% | +8.5% | +9.9% |
| 3M | -9.2% | +2.6% | -11.8% | -10.5% |
| All | +112.9% | +42.4% | +70.5% | +16.3% |
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 · Available span rolling