+1,331.5%
XLK vs D
+811.2%
+520.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +3.4% | -1.4% | +4.7% | +3.8% |
| 30D | -10.6% | +7.7% | -18.3% | -13.0% |
| 3M | -10.6% | -0.3% | -10.3% | -10.9% |
| 6M | -3.5% | +10.1% | -13.5% | -7.3% |
| YTD | +18.7% | +19.1% | -0.4% | +10.5% |
| 1Y | +19.4% | +15.9% | +3.5% | +12.1% |
| 3Y | +94.5% | +75.0% | +19.5% | +53.2% |
| 5Y | +111.2% | +13.4% | +97.8% | +93.0% |
| 10Y | +707.2% | +47.5% | +659.7% | +546.9% |
| All | +1,331.5% | +811.2% | +520.3% | +694.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling