+61.6%
DRAM vs XLK
+32.5%
+29.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.2% | +7.1% | +2.6% |
| 7D | -0.6% | -1.2% | +0.6% | +3.9% |
| 30D | -18.0% | -11.2% | -6.8% | +11.9% |
| 3M | -11.9% | -6.2% | -5.7% | +5.3% |
| 6M | -18.6% | -1.7% | -16.8% | -8.3% |
| All | +61.6% | +32.5% | +29.1% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling