+788.5%
XLK vs D
+36.8%
+751.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +0.2% | -2.2% | +2.5% | +0.8% |
| 30D | -0.6% | -4.5% | +3.8% | +0.5% |
| 3M | +2.6% | -2.5% | +5.1% | +3.1% |
| 6M | +34.0% | +5.5% | +28.4% | +31.2% |
| YTD | +30.7% | +13.3% | +17.4% | +25.3% |
| 1Y | +39.2% | +11.8% | +27.4% | +33.6% |
| 3Y | +120.4% | +56.7% | +63.7% | +84.8% |
| 5Y | +148.8% | +4.3% | +144.5% | +141.5% |
| All | +788.5% | +36.8% | +751.7% | +697.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling