+20.7%
XLK vs D
+23.9%
-3.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.5% | +1.4% |
| 7D | -7.6% | +8.5% | -16.1% | -5.1% |
| 30D | -12.2% | +14.3% | -26.5% | -8.5% |
| 3M | -5.5% | +1.8% | -7.2% | -4.4% |
| 6M | +9.2% | +13.0% | -3.9% | +13.1% |
| YTD | +23.0% | +22.7% | +0.3% | +31.5% |
| 1Y | +20.7% | +22.6% | -1.9% | +29.1% |
| All | +20.7% | +23.9% | -3.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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