+121.8%
XLK vs D
+65.5%
+56.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.4% |
| 7D | +2.3% | +0.8% | +1.5% | +2.4% |
| 30D | -0.1% | -0.7% | +0.7% | -0.1% |
| 3M | +2.1% | +2.1% | 0.0% | +2.2% |
| 6M | +37.2% | +6.8% | +30.3% | +37.6% |
| YTD | +30.8% | +16.5% | +14.3% | +31.5% |
| 1Y | +42.6% | +19.2% | +23.5% | +43.4% |
| 3Y | +121.8% | +61.9% | +59.9% | +119.3% |
| All | +121.8% | +65.5% | +56.3% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling