+146.6%
XLK vs D
+5.1%
+141.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +2.3% | -0.4% | +2.8% | +2.4% |
| 30D | +0.8% | -2.1% | +2.9% | +1.0% |
| 3M | +4.1% | -0.7% | +4.8% | +4.0% |
| 6M | +34.8% | +5.6% | +29.2% | +33.8% |
| YTD | +30.8% | +14.6% | +16.2% | +28.7% |
| 1Y | +42.4% | +15.3% | +27.0% | +39.7% |
| 3Y | +121.8% | +59.1% | +62.7% | +103.5% |
| 5Y | +146.6% | +3.9% | +142.7% | +158.2% |
| All | +146.6% | +5.1% | +141.5% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling